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 | 19.55% | 0.04 CHF | 0.05 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 46,603 CHF | 19,811 CHF | 99.17% | 99.17% |
12/07/2024 | 21.32% | 0.05 CHF | 0.06 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 42,241 CHF | 18,285 CHF | 99.17% | 99.17% |
11/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 40,000 CHF | 17,500 CHF | 99.16% | 99.16% |
10/07/2024 | 22.47% | 0.04 CHF | 0.05 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 39,613 CHF | 17,365 CHF | 99.17% | 99.17% |
09/07/2024 | 26.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 32,983 CHF | 15,044 CHF | 99.17% | 99.17% |
08/07/2024 | 22.25% | 0.04 CHF | 0.05 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 39,956 CHF | 17,485 CHF | 99.16% | 99.16% |
05/07/2024 | 21.98% | 0.04 CHF | 0.05 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 40,609 CHF | 17,713 CHF | 99.15% | 99.15% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 40,000 CHF | 17,500 CHF | 99.17% | 99.17% |
03/07/2024 | 22.08% | 0.04 CHF | 0.05 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 40,456 CHF | 17,660 CHF | 99.15% | 99.15% |
02/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 350,000 | 1,000,000 | 350,000 | 30,000 CHF | 14,000 CHF | 99.17% | 99.17% |