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 | 22.39% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,742 CHF | 24,871 CHF | 99.57% | 99.57% |
12/07/2024 | 18.48% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 410,231 | 49,479 CHF | 24,303 CHF | 97.75% | 97.75% |
11/07/2024 | 15.60% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 999,518 | 399,518 | 59,239 CHF | 27,671 CHF | 99.44% | 99.44% |
10/07/2024 | 15.04% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 988,171 | 388,171 | 60,864 CHF | 27,731 CHF | 94.56% | 94.56% |
09/07/2024 | 16.88% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 54,663 CHF | 25,865 CHF | 99.08% | 99.08% |
08/07/2024 | 21.38% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 478,514 | 42,083 CHF | 24,759 CHF | 98.89% | 98.89% |
05/07/2024 | 18.25% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,010 | 49,827 CHF | 23,931 CHF | 99.56% | 99.56% |
04/07/2024 | 19.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 438,816 | 47,374 CHF | 25,016 CHF | 99.57% | 99.57% |
03/07/2024 | 18.65% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 412,706 | 48,838 CHF | 24,183 CHF | 99.55% | 99.55% |
02/07/2024 | 18.08% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 50,358 CHF | 24,143 CHF | 99.60% | 99.60% |