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 | 22.36% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,786 CHF | 12,447 CHF | 99.06% | 99.06% |
12/07/2024 | 20.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,128 CHF | 13,532 CHF | 98.84% | 98.84% |
11/07/2024 | 23.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 263,422 | 37,920 CHF | 12,762 CHF | 97.65% | 97.65% |
10/07/2024 | 22.92% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,741 CHF | 12,185 CHF | 95.16% | 95.16% |
09/07/2024 | 23.07% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,480 CHF | 12,120 CHF | 98.70% | 98.70% |
08/07/2024 | 22.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 987,935 | 250,000 | 39,957 CHF | 12,619 CHF | 98.56% | 98.56% |
05/07/2024 | 21.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,882 CHF | 12,971 CHF | 99.18% | 99.18% |
04/07/2024 | 19.98% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 45,056 CHF | 13,764 CHF | 99.17% | 99.17% |
03/07/2024 | 20.21% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,534 CHF | 13,634 CHF | 98.45% | 98.45% |
02/07/2024 | 23.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,391 CHF | 12,098 CHF | 98.76% | 98.76% |