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 | 19.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,009 CHF | 28,505 CHF | 93.46% | 93.46% |
12/07/2024 | 18.71% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,695 CHF | 29,347 CHF | 93.21% | 93.21% |
11/07/2024 | 17.84% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,215 CHF | 30,608 CHF | 94.63% | 94.63% |
10/07/2024 | 16.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,070 CHF | 33,535 CHF | 96.10% | 96.10% |
09/07/2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,045 CHF | 30,022 CHF | 91.44% | 91.44% |
08/07/2024 | 16.63% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,558 CHF | 32,779 CHF | 95.71% | 95.71% |
05/07/2024 | 16.05% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,610 CHF | 33,805 CHF | 92.55% | 92.55% |
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 | 90.50% | 90.50% |
03/07/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,103 CHF | 35,051 CHF | 97.07% | 97.07% |
02/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 94.88% | 94.88% |