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 | 20.40% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 44,510 CHF | 27,255 CHF | 99.29% | 99.29% |
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 | 99.28% | 99.28% |
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 | 99.27% | 99.27% |
10/07/2024 | 18.24% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,888 CHF | 29,944 CHF | 99.33% | 99.33% |
09/07/2024 | 16.11% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,423 CHF | 33,712 CHF | 99.36% | 99.36% |
08/07/2024 | 17.82% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,302 CHF | 30,651 CHF | 99.36% | 99.36% |
05/07/2024 | 13.80% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,701 CHF | 38,851 CHF | 99.30% | 99.30% |
04/07/2024 | 13.30% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,212 CHF | 40,106 CHF | 99.36% | 99.36% |
03/07/2024 | 12.96% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,382 CHF | 41,191 CHF | 99.27% | 99.27% |
02/07/2024 | 14.25% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 65,536 CHF | 37,768 CHF | 99.38% | 99.38% |