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 | 33.36% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,980 CHF | 8,745 CHF | 99.39% | 99.39% |
12/07/2024 | 33.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,059 CHF | 8,765 CHF | 99.04% | 99.04% |
11/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 985,970 | 250,000 | 24,649 CHF | 8,750 CHF | 97.78% | 97.78% |
10/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,167 | 250,000 | 24,829 CHF | 8,750 CHF | 95.46% | 95.46% |
09/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,432 | 250,000 | 24,838 CHF | 8,750 CHF | 99.06% | 99.06% |
08/07/2024 | 33.18% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,113 | 250,000 | 25,013 CHF | 8,790 CHF | 99.23% | 99.23% |
05/07/2024 | 26.99% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,627 | 250,000 | 31,999 CHF | 10,555 CHF | 99.39% | 99.39% |
04/07/2024 | 26.32% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,814 | 250,000 | 32,932 CHF | 10,787 CHF | 99.39% | 99.39% |
03/07/2024 | 25.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,680 CHF | 11,170 CHF | 98.61% | 98.61% |
02/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.05% | 99.05% |