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 | 14.85% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,684 CHF | 36,342 CHF | 99.49% | 99.49% |
12/07/2024 | 10.11% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 94,243 CHF | 52,121 CHF | 99.41% | 99.41% |
11/07/2024 | 11.45% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,663 CHF | 46,332 CHF | 99.27% | 99.27% |
10/07/2024 | 13.06% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,790 CHF | 40,895 CHF | 99.49% | 99.49% |
09/07/2024 | 28.10% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,749 CHF | 20,374 CHF | 97.26% | 97.26% |
08/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.45% | 99.45% |
05/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.44% | 99.44% |
04/07/2024 | 22.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,967 CHF | 24,984 CHF | 99.58% | 99.58% |
03/07/2024 | 27.78% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,243 CHF | 20,622 CHF | 99.49% | 99.49% |
02/07/2024 | 29.65% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,055 CHF | 19,528 CHF | 98.41% | 98.41% |