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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,007 CHF | 20,004 CHF | 92.98% | 92.98% |
12/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 94.25% | 94.25% |
11/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 94.53% | 94.53% |
10/07/2024 | 27.08% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,342 CHF | 21,171 CHF | 95.85% | 95.85% |
09/07/2024 | 22.57% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,445 CHF | 24,722 CHF | 96.26% | 96.26% |
08/07/2024 | 28.14% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,677 CHF | 20,339 CHF | 96.44% | 96.44% |
05/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 95.24% | 95.24% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,006 CHF | 25,003 CHF | 93.41% | 93.41% |
03/07/2024 | 21.11% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,748 CHF | 26,374 CHF | 94.61% | 94.61% |
02/07/2024 | 18.85% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,335 CHF | 29,167 CHF | 97.84% | 97.84% |