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 | 99.61% | 99.61% |
12/07/2024 | 28.45% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,185 CHF | 20,093 CHF | 99.61% | 99.61% |
11/07/2024 | 28.38% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,305 CHF | 20,153 CHF | 99.57% | 99.57% |
10/07/2024 | 28.42% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,239 CHF | 20,119 CHF | 99.64% | 99.64% |
09/07/2024 | 28.30% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,432 CHF | 20,216 CHF | 99.58% | 99.58% |
08/07/2024 | 23.37% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 38,187 CHF | 24,093 CHF | 99.58% | 99.58% |
05/07/2024 | 21.03% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,954 CHF | 26,477 CHF | 99.46% | 99.46% |
04/07/2024 | 18.41% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,424 CHF | 29,712 CHF | 99.36% | 99.36% |
03/07/2024 | 21.41% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,007 CHF | 26,003 CHF | 99.59% | 99.59% |
02/07/2024 | 18.40% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,470 CHF | 29,735 CHF | 99.59% | 99.59% |