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 | 16.15% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,270 CHF | 33,635 CHF | 99.41% | 99.41% |
12/07/2024 | 17.96% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,792 CHF | 30,396 CHF | 99.42% | 99.42% |
11/07/2024 | 14.44% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,596 CHF | 37,298 CHF | 99.38% | 99.38% |
10/07/2024 | 15.17% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,051 CHF | 35,525 CHF | 99.34% | 99.34% |
09/07/2024 | 15.09% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,443 CHF | 35,722 CHF | 99.35% | 99.35% |
08/07/2024 | 22.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,197 CHF | 25,099 CHF | 99.36% | 99.36% |
05/07/2024 | 21.73% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,228 CHF | 25,614 CHF | 99.34% | 99.34% |
04/07/2024 | 21.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,350 CHF | 26,175 CHF | 99.37% | 99.37% |
03/07/2024 | 16.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,100 CHF | 33,550 CHF | 99.27% | 99.27% |
02/07/2024 | 14.00% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,933 CHF | 38,466 CHF | 99.30% | 99.30% |