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 | 15.31% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 496,469 | 60,871 CHF | 35,133 CHF | 98.71% | 98.71% |
12/07/2024 | 14.46% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,504 CHF | 37,252 CHF | 96.53% | 96.53% |
11/07/2024 | 18.18% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,079 CHF | 30,039 CHF | 93.74% | 93.74% |
10/07/2024 | 22.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,212 CHF | 25,106 CHF | 96.59% | 96.59% |
09/07/2024 | 23.64% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,761 CHF | 23,881 CHF | 97.07% | 97.07% |
08/07/2024 | 21.03% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,957 CHF | 26,479 CHF | 99.19% | 99.19% |
05/07/2024 | 28.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,948 CHF | 19,974 CHF | 97.77% | 97.77% |
04/07/2024 | 28.86% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,747 CHF | 19,873 CHF | 99.36% | 99.36% |
03/07/2024 | 19.86% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,639 CHF | 28,319 CHF | 96.64% | 96.64% |
02/07/2024 | 18.67% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,782 CHF | 29,391 CHF | 97.70% | 97.70% |