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 | 19.81% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 45,960 CHF | 27,980 CHF | 99.61% | 99.61% |
12/07/2024 | 22.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,054 CHF | 25,027 CHF | 99.47% | 99.47% |
11/07/2024 | 17.49% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,488 CHF | 31,244 CHF | 98.93% | 98.93% |
10/07/2024 | 14.37% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,944 CHF | 37,472 CHF | 99.59% | 99.59% |
09/07/2024 | 13.15% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 409,797 | 71,204 CHF | 33,265 CHF | 99.54% | 99.54% |
08/07/2024 | 15.48% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,669 CHF | 34,835 CHF | 99.57% | 99.57% |
05/07/2024 | 13.37% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 426,847 | 69,828 CHF | 34,062 CHF | 99.58% | 99.58% |
04/07/2024 | 12.85% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 440,797 | 73,063 CHF | 36,489 CHF | 99.57% | 99.57% |
03/07/2024 | 17.44% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 497,007 | 52,789 CHF | 31,155 CHF | 99.46% | 99.46% |
02/07/2024 | 16.47% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,117 CHF | 33,059 CHF | 99.31% | 99.31% |