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 | 18.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,564 CHF | 29,282 CHF | 99.07% | 99.07% |
12/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.36% | 99.36% |
11/07/2024 | 27.21% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,193 CHF | 21,096 CHF | 98.96% | 98.96% |
10/07/2024 | 22.67% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,297 CHF | 24,649 CHF | 99.17% | 99.17% |
09/07/2024 | 22.32% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,842 CHF | 24,921 CHF | 97.96% | 97.96% |
08/07/2024 | 24.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,333 CHF | 23,166 CHF | 99.37% | 99.37% |
05/07/2024 | 19.07% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,791 CHF | 28,895 CHF | 99.50% | 99.50% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,000 CHF | 30,000 CHF | 99.58% | 99.58% |
03/07/2024 | 17.53% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,320 CHF | 31,160 CHF | 99.41% | 99.41% |
02/07/2024 | 13.44% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,496 CHF | 39,748 CHF | 99.53% | 99.53% |