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 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 99.32% | 99.32% |
12/07/2024 | 15.65% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,048 CHF | 34,524 CHF | 99.27% | 99.27% |
11/07/2024 | 13.78% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,839 CHF | 38,919 CHF | 99.28% | 99.28% |
10/07/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,965 CHF | 39,982 CHF | 99.37% | 99.37% |
09/07/2024 | 14.67% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,507 CHF | 36,753 CHF | 99.36% | 99.36% |
08/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,007 CHF | 30,003 CHF | 99.38% | 99.38% |
05/07/2024 | 17.85% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,183 CHF | 30,592 CHF | 99.33% | 99.33% |
04/07/2024 | 17.52% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,359 CHF | 31,179 CHF | 99.38% | 99.38% |
03/07/2024 | 15.00% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,859 CHF | 35,929 CHF | 99.36% | 99.36% |
02/07/2024 | 13.22% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,737 CHF | 40,369 CHF | 99.31% | 99.31% |