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 | 18.23% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 49,923 CHF | 14,981 CHF | 99.38% | 99.38% |
12/07/2024 | 21.88% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,857 CHF | 12,714 CHF | 99.38% | 99.38% |
11/07/2024 | 20.33% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,693 CHF | 13,673 CHF | 99.38% | 99.38% |
10/07/2024 | 24.97% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,863 CHF | 11,466 CHF | 99.38% | 99.38% |
09/07/2024 | 22.19% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,070 CHF | 12,518 CHF | 99.38% | 99.38% |
08/07/2024 | 21.04% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,930 CHF | 13,233 CHF | 99.38% | 99.38% |
05/07/2024 | 16.47% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 56,120 CHF | 16,530 CHF | 99.38% | 99.38% |
04/07/2024 | 18.81% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 48,434 CHF | 14,609 CHF | 98.59% | 98.59% |
03/07/2024 | 22.07% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,371 CHF | 12,593 CHF | 99.38% | 99.38% |
02/07/2024 | 23.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,213 CHF | 11,803 CHF | 99.37% | 99.37% |