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 | 26.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,688 CHF | 21,844 CHF | 96.72% | 96.72% |
12/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 98.94% | 98.94% |
11/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 99.03% | 99.03% |
10/07/2024 | 18.46% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,306 CHF | 29,653 CHF | 96.67% | 96.67% |
09/07/2024 | 18.36% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,555 CHF | 29,777 CHF | 98.00% | 98.00% |
08/07/2024 | 17.81% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,337 CHF | 30,668 CHF | 98.80% | 98.80% |
05/07/2024 | 13.22% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 495,212 | 70,752 CHF | 39,945 CHF | 94.94% | 94.94% |
04/07/2024 | 13.00% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 491,417 | 72,120 CHF | 40,288 CHF | 98.65% | 98.65% |
03/07/2024 | 12.32% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 475,823 | 76,452 CHF | 41,050 CHF | 99.19% | 99.19% |
02/07/2024 | 11.62% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 437,902 | 81,840 CHF | 39,929 CHF | 98.64% | 98.64% |