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 | 28.23% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,533 CHF | 20,267 CHF | 99.43% | 99.43% |
12/07/2024 | 28.45% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,199 CHF | 20,099 CHF | 99.59% | 99.59% |
11/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 99.48% | 99.48% |
10/07/2024 | 21.95% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,662 CHF | 25,331 CHF | 99.60% | 99.60% |
09/07/2024 | 20.25% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 44,874 CHF | 27,437 CHF | 99.58% | 99.58% |
08/07/2024 | 22.11% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,282 CHF | 25,141 CHF | 99.57% | 99.57% |
05/07/2024 | 17.93% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,908 CHF | 30,454 CHF | 99.68% | 99.68% |
04/07/2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,045 CHF | 30,023 CHF | 99.35% | 99.35% |
03/07/2024 | 14.54% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,442 CHF | 37,221 CHF | 99.17% | 99.17% |
02/07/2024 | 10.12% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 414,510 | 94,297 CHF | 43,073 CHF | 99.56% | 99.56% |