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 | 21.88% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,781 CHF | 12,695 CHF | 100.00% | 100.00% |
12/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 99.77% | 99.77% |
11/07/2024 | 23.10% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,415 CHF | 12,104 CHF | 100.00% | 100.00% |
10/07/2024 | 24.33% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,199 CHF | 11,550 CHF | 94.70% | 94.70% |
09/07/2024 | 24.62% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,686 CHF | 11,422 CHF | 99.66% | 99.66% |
08/07/2024 | 22.55% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,407 CHF | 12,352 CHF | 100.00% | 100.00% |
05/07/2024 | 22.05% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,380 CHF | 12,595 CHF | 100.00% | 100.00% |
04/07/2024 | 21.55% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,503 CHF | 12,876 CHF | 100.00% | 100.00% |
03/07/2024 | 21.66% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,275 CHF | 12,819 CHF | 99.31% | 99.31% |
02/07/2024 | 22.49% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,524 CHF | 12,381 CHF | 99.61% | 99.61% |