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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 93.46% | 93.46% |
12/07/2024 | 28.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,457 CHF | 20,228 CHF | 93.21% | 93.21% |
11/07/2024 | 22.12% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,256 CHF | 25,128 CHF | 94.59% | 94.59% |
10/07/2024 | 21.65% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,425 CHF | 25,713 CHF | 96.17% | 96.17% |
09/07/2024 | 22.40% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,713 CHF | 24,856 CHF | 91.55% | 91.55% |
08/07/2024 | 22.04% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,459 CHF | 25,229 CHF | 95.72% | 95.72% |
05/07/2024 | 21.11% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,764 CHF | 26,382 CHF | 92.64% | 92.64% |
04/07/2024 | 18.82% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,417 CHF | 29,208 CHF | 90.47% | 90.47% |
03/07/2024 | 18.15% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,111 CHF | 30,055 CHF | 97.09% | 97.09% |
02/07/2024 | 18.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,355 CHF | 29,177 CHF | 94.82% | 94.82% |