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 | 18.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 497,419 | 49,946 CHF | 29,827 CHF | 99.81% | 99.81% |
12/07/2024 | 19.64% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 295,611 | 45,987 CHF | 16,725 CHF | 99.77% | 99.77% |
11/07/2024 | 23.50% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,980 CHF | 11,995 CHF | 100.00% | 100.00% |
10/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,000 CHF | 11,250 CHF | 94.51% | 94.51% |
09/07/2024 | 23.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,441 CHF | 11,860 CHF | 99.48% | 99.48% |
08/07/2024 | 22.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,928 CHF | 12,482 CHF | 99.81% | 99.81% |
05/07/2024 | 20.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,705 CHF | 13,676 CHF | 99.81% | 99.81% |
04/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 45,000 CHF | 13,750 CHF | 99.81% | 99.81% |
03/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 251,155 | 45,000 CHF | 13,814 CHF | 99.14% | 99.14% |
02/07/2024 | 18.30% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 482,462 | 49,665 CHF | 28,851 CHF | 99.43% | 99.43% |