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 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,754 | 250,000 | 34,746 CHF | 11,250 CHF | 98.47% | 98.47% |
12/07/2024 | 26.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,315 CHF | 10,829 CHF | 99.07% | 99.07% |
11/07/2024 | 25.37% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 985,898 | 250,000 | 34,017 CHF | 11,120 CHF | 97.77% | 97.77% |
10/07/2024 | 26.17% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,116 | 250,000 | 33,125 CHF | 10,841 CHF | 95.45% | 95.45% |
09/07/2024 | 26.17% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 981,308 | 250,000 | 32,710 CHF | 10,841 CHF | 99.05% | 99.05% |
08/07/2024 | 25.13% | 0.04 CHF | 0.05 CHF | 994,000 | 250,000 | 993,360 | 250,000 | 34,583 CHF | 11,204 CHF | 89.31% | 89.31% |
05/07/2024 | 25.77% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,530 | 250,000 | 33,667 CHF | 10,982 CHF | 99.39% | 99.39% |
04/07/2024 | 28.35% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,792 | 250,000 | 30,099 CHF | 10,079 CHF | 99.39% | 99.39% |
03/07/2024 | 27.51% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,491 CHF | 10,373 CHF | 98.64% | 98.64% |
02/07/2024 | 28.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,983 CHF | 9,996 CHF | 99.06% | 99.06% |