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 | 29.32% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,347 CHF | 19,674 CHF | 94.35% | 94.35% |
12/07/2024 | 30.80% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,054 CHF | 19,027 CHF | 94.51% | 94.51% |
11/07/2024 | 30.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,290 CHF | 19,145 CHF | 94.71% | 94.71% |
10/07/2024 | 27.29% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,011 CHF | 21,006 CHF | 97.22% | 97.22% |
09/07/2024 | 23.39% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,155 CHF | 24,078 CHF | 97.56% | 97.56% |
08/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,626 CHF | 22,813 CHF | 95.72% | 95.72% |
05/07/2024 | 26.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,350 CHF | 21,675 CHF | 94.74% | 94.74% |
04/07/2024 | 22.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,995 CHF | 24,498 CHF | 94.72% | 94.72% |
03/07/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,012 CHF | 25,006 CHF | 97.62% | 97.62% |
02/07/2024 | 22.16% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,155 CHF | 25,078 CHF | 96.32% | 96.32% |