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 | 37.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,664 CHF | 15,832 CHF | 92.74% | 92.74% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 94.88% | 94.88% |
11/07/2024 | 28.69% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,898 CHF | 19,949 CHF | 92.71% | 92.71% |
10/07/2024 | 28.01% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,883 CHF | 20,442 CHF | 91.23% | 91.23% |
09/07/2024 | 25.81% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 34,357 CHF | 22,179 CHF | 94.97% | 94.97% |
08/07/2024 | 28.37% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,321 CHF | 20,160 CHF | 90.06% | 90.06% |
05/07/2024 | 22.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,923 CHF | 24,961 CHF | 93.20% | 93.20% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 87.25% | 87.25% |
03/07/2024 | 20.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 43,058 CHF | 26,529 CHF | 96.23% | 96.23% |
02/07/2024 | 17.88% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,080 CHF | 30,540 CHF | 97.38% | 97.38% |