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 | 24.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,550 CHF | 11,637 CHF | 100.00% | 100.00% |
12/07/2024 | 23.60% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,524 CHF | 11,881 CHF | 99.77% | 99.77% |
11/07/2024 | 24.05% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,718 CHF | 11,679 CHF | 100.00% | 100.00% |
10/07/2024 | 24.90% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,187 CHF | 11,297 CHF | 94.70% | 94.70% |
09/07/2024 | 24.82% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,317 CHF | 11,329 CHF | 99.67% | 99.67% |
08/07/2024 | 21.44% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,761 CHF | 12,940 CHF | 100.00% | 100.00% |
05/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 100.00% | 100.00% |
04/07/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,982 CHF | 12,496 CHF | 100.00% | 100.00% |
03/07/2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,030 CHF | 12,507 CHF | 99.33% | 99.33% |
02/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 99.61% | 99.61% |