Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 11.28% | 0.08 CHF | 0.09 CHF | 1,000,000 | 150,000 | 1,000,000 | 127,712 | 83,892 CHF | 11,883 CHF | 99.17% | 99.17% |
12/07/2024 | 10.60% | 0.09 CHF | 0.10 CHF | 1,000,000 | 100,000 | 1,000,000 | 101,047 | 89,379 CHF | 10,032 CHF | 99.17% | 99.17% |
11/07/2024 | 12.23% | 0.09 CHF | 0.10 CHF | 1,000,000 | 100,000 | 1,000,000 | 140,237 | 77,408 CHF | 12,150 CHF | 99.16% | 99.16% |
10/07/2024 | 13.40% | 0.07 CHF | 0.08 CHF | 1,000,000 | 150,000 | 1,000,000 | 150,000 | 69,917 CHF | 11,988 CHF | 99.16% | 99.16% |
09/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 150,000 | 1,000,000 | 176,891 | 40,000 CHF | 8,845 CHF | 99.17% | 99.17% |
08/07/2024 | 22.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 200,000 | 1,000,000 | 193,114 | 39,445 CHF | 9,545 CHF | 99.16% | 99.16% |
05/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 200,000 | 1,000,000 | 191,732 | 40,000 CHF | 9,587 CHF | 99.15% | 99.15% |
04/07/2024 | 25.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 34,928 CHF | 8,986 CHF | 99.17% | 99.17% |
03/07/2024 | 27.42% | 0.03 CHF | 0.04 CHF | 1,000,000 | 200,000 | 1,000,000 | 200,000 | 31,811 CHF | 8,362 CHF | 99.15% | 99.15% |
02/07/2024 | 30.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 200,000 | 1,000,000 | 208,643 | 28,272 CHF | 7,914 CHF | 99.17% | 99.17% |