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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.52% | 99.52% |
12/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.35% | 99.35% |
11/07/2024 | 31.92% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,071 CHF | 18,535 CHF | 98.70% | 98.70% |
10/07/2024 | 29.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,327 CHF | 19,663 CHF | 99.17% | 99.17% |
09/07/2024 | 31.32% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,593 CHF | 18,797 CHF | 98.49% | 98.49% |
08/07/2024 | 31.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,648 CHF | 18,824 CHF | 98.55% | 98.55% |
05/07/2024 | 29.48% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,204 CHF | 19,602 CHF | 93.69% | 93.69% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 97.84% | 97.84% |
03/07/2024 | 28.94% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,679 CHF | 19,840 CHF | 98.67% | 98.67% |
02/07/2024 | 39.01% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,870 CHF | 15,435 CHF | 99.44% | 99.44% |