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 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.05% | 99.05% |
12/07/2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,533 | 250,000 | 29,812 CHF | 10,009 CHF | 98.81% | 98.81% |
11/07/2024 | 28.20% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,192 | 250,000 | 30,315 CHF | 10,130 CHF | 98.29% | 98.29% |
10/07/2024 | 29.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,744 | 250,000 | 28,755 CHF | 9,743 CHF | 95.07% | 95.07% |
09/07/2024 | 25.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,257 | 250,000 | 33,887 CHF | 11,031 CHF | 98.61% | 98.61% |
08/07/2024 | 22.51% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 986,006 | 250,000 | 38,950 CHF | 12,372 CHF | 98.56% | 98.56% |
05/07/2024 | 21.80% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,517 | 250,000 | 40,628 CHF | 12,737 CHF | 99.17% | 99.17% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,052 | 250,000 | 39,722 CHF | 12,500 CHF | 99.18% | 99.18% |
03/07/2024 | 21.79% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,496 | 250,000 | 40,683 CHF | 12,746 CHF | 98.43% | 98.43% |
02/07/2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,726 | 250,000 | 39,737 CHF | 12,511 CHF | 98.77% | 98.77% |