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 | 99.57% | 99.57% |
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 | 96.44% | 96.44% |
11/07/2024 | 29.76% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,148 CHF | 19,574 CHF | 91.14% | 91.14% |
10/07/2024 | 41.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,466 CHF | 14,733 CHF | 99.56% | 99.56% |
09/07/2024 | 41.29% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,313 CHF | 14,656 CHF | 96.49% | 96.49% |
08/07/2024 | 40.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,725 CHF | 14,863 CHF | 99.58% | 99.58% |
05/07/2024 | 41.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,096 CHF | 14,548 CHF | 98.05% | 98.05% |
04/07/2024 | 39.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,371 CHF | 15,186 CHF | 99.56% | 99.56% |
03/07/2024 | 43.25% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,139 CHF | 14,070 CHF | 99.47% | 99.47% |
02/07/2024 | 36.71% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,319 CHF | 16,160 CHF | 97.49% | 97.49% |