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 | 26.93% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 32,180 CHF | 42,180 CHF | 99.10% | 99.10% |
12/07/2024 | 26.20% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 33,188 CHF | 43,188 CHF | 95.40% | 95.40% |
11/07/2024 | 27.14% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 981,935 | 981,935 | 34,826 CHF | 44,752 CHF | 99.12% | 99.12% |
10/07/2024 | 23.96% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 36,752 CHF | 46,752 CHF | 100.00% | 100.00% |
09/07/2024 | 25.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 996,752 | 996,752 | 33,855 CHF | 43,855 CHF | 99.99% | 99.99% |
08/07/2024 | 28.62% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 998,314 | 998,314 | 30,056 CHF | 40,056 CHF | 100.00% | 100.00% |
05/07/2024 | 25.95% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 33,579 CHF | 43,579 CHF | 99.83% | 99.83% |
04/07/2024 | 24.39% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 35,998 CHF | 45,998 CHF | 99.94% | 99.94% |
03/07/2024 | 22.82% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 38,891 CHF | 48,891 CHF | 100.00% | 100.00% |
02/07/2024 | 18.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 48,890 CHF | 58,890 CHF | 98.89% | 98.89% |