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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.18% | 99.18% |
12/07/2024 | 28.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,830 CHF | 19,915 CHF | 99.46% | 99.46% |
11/07/2024 | 23.39% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,160 CHF | 24,080 CHF | 98.80% | 98.80% |
10/07/2024 | 21.34% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,177 CHF | 26,089 CHF | 98.53% | 98.53% |
09/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 99.58% | 99.58% |
08/07/2024 | 22.80% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,091 CHF | 24,545 CHF | 96.24% | 96.24% |
05/07/2024 | 22.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,162 CHF | 24,581 CHF | 99.49% | 99.49% |
04/07/2024 | 23.87% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,409 CHF | 23,704 CHF | 99.41% | 99.41% |
03/07/2024 | 21.44% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,926 CHF | 25,963 CHF | 99.53% | 99.53% |
02/07/2024 | 18.38% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,500 CHF | 29,750 CHF | 99.42% | 99.42% |