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 | 23.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 38,037 CHF | 48,037 CHF | 99.10% | 99.10% |
12/07/2024 | 22.62% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 39,243 CHF | 49,243 CHF | 95.40% | 95.40% |
11/07/2024 | 23.43% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 981,900 | 981,900 | 41,090 CHF | 51,016 CHF | 99.12% | 99.12% |
10/07/2024 | 20.48% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 43,839 CHF | 53,839 CHF | 100.00% | 100.00% |
09/07/2024 | 22.23% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 996,494 | 996,494 | 40,204 CHF | 50,204 CHF | 100.00% | 100.00% |
08/07/2024 | 24.54% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 998,329 | 998,329 | 35,874 CHF | 45,874 CHF | 100.00% | 100.00% |
05/07/2024 | 22.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 40,353 CHF | 50,353 CHF | 99.83% | 99.83% |
04/07/2024 | 20.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 43,653 CHF | 53,653 CHF | 99.94% | 99.94% |
03/07/2024 | 19.52% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 46,325 CHF | 56,325 CHF | 100.00% | 100.00% |
02/07/2024 | 15.90% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 57,949 CHF | 67,949 CHF | 98.89% | 98.89% |