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 | 99.58% | 99.58% |
12/07/2024 | 23.37% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,196 CHF | 24,098 CHF | 96.43% | 96.43% |
11/07/2024 | 23.10% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,138 CHF | 24,569 CHF | 91.14% | 91.14% |
10/07/2024 | 15.99% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,836 CHF | 33,918 CHF | 99.58% | 99.58% |
09/07/2024 | 17.25% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,727 CHF | 31,864 CHF | 96.48% | 96.48% |
08/07/2024 | 18.21% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,943 CHF | 29,971 CHF | 99.55% | 99.55% |
05/07/2024 | 15.44% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,792 CHF | 34,896 CHF | 97.97% | 97.97% |
04/07/2024 | 15.42% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,857 CHF | 34,929 CHF | 99.56% | 99.56% |
03/07/2024 | 15.93% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,045 CHF | 34,022 CHF | 99.41% | 99.41% |
02/07/2024 | 17.96% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,796 CHF | 30,398 CHF | 97.49% | 97.49% |