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 | 39.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,356 CHF | 15,178 CHF | 93.42% | 93.42% |
12/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 94.40% | 94.40% |
11/07/2024 | 22.30% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,872 CHF | 24,936 CHF | 90.60% | 90.60% |
10/07/2024 | 18.04% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,513 CHF | 30,256 CHF | 87.11% | 87.11% |
09/07/2024 | 17.63% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,960 CHF | 30,980 CHF | 84.53% | 84.53% |
08/07/2024 | 18.35% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,571 CHF | 29,786 CHF | 85.94% | 85.94% |
05/07/2024 | 18.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,173 CHF | 30,086 CHF | 91.18% | 91.18% |
04/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 80.01% | 80.01% |
03/07/2024 | 14.80% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,853 CHF | 36,427 CHF | 91.66% | 91.66% |
02/07/2024 | 13.11% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,826 CHF | 40,913 CHF | 96.55% | 96.55% |