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 | 42.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,958 CHF | 7,240 CHF | 99.06% | 99.06% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 98.84% | 98.84% |
11/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,121 | 250,000 | 19,842 CHF | 7,500 CHF | 97.56% | 97.56% |
10/07/2024 | 40.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,801 CHF | 7,450 CHF | 95.14% | 95.14% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 98.69% | 98.69% |
08/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 988,206 | 250,000 | 19,764 CHF | 7,500 CHF | 98.58% | 98.58% |
05/07/2024 | 39.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,029 CHF | 7,507 CHF | 99.17% | 99.17% |
04/07/2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,012 CHF | 7,503 CHF | 99.18% | 99.18% |
03/07/2024 | 35.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,677 CHF | 8,419 CHF | 98.45% | 98.45% |
02/07/2024 | 34.35% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,234 CHF | 8,559 CHF | 98.84% | 98.84% |