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 | 12.05% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,209 CHF | 44,105 CHF | 94.77% | 94.77% |
12/07/2024 | 11.75% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,094 CHF | 45,047 CHF | 99.18% | 99.18% |
11/07/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,000 CHF | 45,000 CHF | 98.19% | 98.19% |
10/07/2024 | 13.36% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,880 CHF | 39,940 CHF | 99.33% | 99.33% |
09/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,021 CHF | 35,010 CHF | 99.36% | 99.36% |
08/07/2024 | 15.37% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,086 CHF | 35,043 CHF | 98.76% | 98.76% |
05/07/2024 | 15.57% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,331 CHF | 34,666 CHF | 98.90% | 98.90% |
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 | 99.38% | 99.38% |
03/07/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,996 CHF | 34,998 CHF | 99.41% | 99.41% |
02/07/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,098 CHF | 35,049 CHF | 99.41% | 99.41% |