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 | 18.92% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,177 CHF | 29,088 CHF | 94.36% | 94.36% |
12/07/2024 | 22.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,219 CHF | 25,109 CHF | 94.75% | 94.75% |
11/07/2024 | 20.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,345 CHF | 27,672 CHF | 94.64% | 94.64% |
10/07/2024 | 15.79% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,579 CHF | 34,290 CHF | 97.28% | 97.28% |
09/07/2024 | 15.30% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,434 CHF | 35,217 CHF | 97.69% | 97.69% |
08/07/2024 | 15.92% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,093 CHF | 34,047 CHF | 96.02% | 96.02% |
05/07/2024 | 15.72% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,814 CHF | 34,407 CHF | 95.05% | 95.05% |
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 | 94.72% | 94.72% |
03/07/2024 | 13.65% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,492 CHF | 39,246 CHF | 97.20% | 97.20% |
02/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,000 CHF | 40,000 CHF | 96.56% | 96.56% |