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 | 12.08% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,995 CHF | 43,997 CHF | 99.71% | 99.71% |
12/07/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,953 CHF | 44,977 CHF | 96.38% | 96.38% |
11/07/2024 | 13.68% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,462 CHF | 39,731 CHF | 91.14% | 91.14% |
10/07/2024 | 20.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 44,666 CHF | 27,333 CHF | 99.58% | 99.58% |
09/07/2024 | 19.09% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,752 CHF | 28,876 CHF | 96.48% | 96.48% |
08/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.58% | 99.58% |
05/07/2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,973 CHF | 29,986 CHF | 97.96% | 97.96% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.58% | 99.58% |
03/07/2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,982 CHF | 29,991 CHF | 99.47% | 99.47% |
02/07/2024 | 15.86% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,315 CHF | 34,158 CHF | 97.48% | 97.48% |