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 | 17.03% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,119 CHF | 32,059 CHF | 98.77% | 98.77% |
12/07/2024 | 18.14% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,165 CHF | 30,082 CHF | 98.80% | 98.80% |
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 | 99.35% | 99.35% |
10/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 98.40% | 98.40% |
09/07/2024 | 19.54% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,639 CHF | 28,319 CHF | 97.78% | 97.78% |
08/07/2024 | 17.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,535 CHF | 31,768 CHF | 97.49% | 97.49% |
05/07/2024 | 15.40% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,949 CHF | 34,975 CHF | 98.31% | 98.31% |
04/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 94.22% | 94.22% |
03/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 99.36% | 99.36% |
02/07/2024 | 16.88% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,644 CHF | 32,322 CHF | 98.93% | 98.93% |