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 | 21.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 42,377 CHF | 52,377 CHF | 100.00% | 100.00% |
12/07/2024 | 18.75% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 48,499 CHF | 58,499 CHF | 99.85% | 99.85% |
11/07/2024 | 16.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 57,260 CHF | 67,260 CHF | 71.51% | 71.51% |
10/07/2024 | 13.59% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 68,607 CHF | 78,607 CHF | 99.38% | 99.38% |
09/07/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 996,365 | 996,365 | 70,181 CHF | 80,181 CHF | 100.00% | 100.00% |
08/07/2024 | 13.72% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 998,279 | 998,279 | 68,049 CHF | 78,049 CHF | 100.00% | 100.00% |
05/07/2024 | 12.34% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 76,046 CHF | 86,046 CHF | 99.56% | 99.56% |
04/07/2024 | 11.00% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 85,897 CHF | 95,897 CHF | 100.00% | 100.00% |
03/07/2024 | 9.86% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 96,885 CHF | 106,885 CHF | 99.77% | 99.77% |
02/07/2024 | 7.97% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 120,571 CHF | 130,571 CHF | 99.92% | 99.92% |