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 | 22.79% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,102 CHF | 12,276 CHF | 99.38% | 99.38% |
12/07/2024 | 27.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,591 CHF | 10,398 CHF | 99.38% | 99.38% |
11/07/2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,967 CHF | 9,992 CHF | 99.38% | 99.38% |
10/07/2024 | 39.21% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,696 CHF | 7,674 CHF | 99.38% | 99.38% |
09/07/2024 | 28.65% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,934 CHF | 9,984 CHF | 99.38% | 99.38% |
08/07/2024 | 28.11% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,720 CHF | 10,180 CHF | 99.38% | 99.38% |
05/07/2024 | 19.48% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 46,793 CHF | 14,198 CHF | 99.38% | 99.38% |
04/07/2024 | 22.58% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,438 CHF | 12,360 CHF | 98.59% | 98.59% |
03/07/2024 | 27.67% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,415 CHF | 10,354 CHF | 99.38% | 99.38% |
02/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.37% | 99.37% |