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 | 22.57% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,517 CHF | 12,379 CHF | 100.00% | 100.00% |
12/07/2024 | 22.36% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,052 | 250,000 | 39,475 CHF | 12,438 CHF | 99.67% | 99.67% |
11/07/2024 | 24.50% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,903 CHF | 11,476 CHF | 99.41% | 99.41% |
10/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,994 CHF | 11,249 CHF | 96.07% | 96.07% |
09/07/2024 | 25.31% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,564 CHF | 11,141 CHF | 99.66% | 99.66% |
08/07/2024 | 22.63% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,272 CHF | 12,318 CHF | 99.83% | 99.83% |
05/07/2024 | 21.92% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,715 CHF | 12,679 CHF | 100.00% | 100.00% |
04/07/2024 | 22.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,287 CHF | 12,572 CHF | 100.00% | 100.00% |
03/07/2024 | 23.95% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,890 CHF | 11,722 CHF | 99.24% | 99.24% |
02/07/2024 | 25.17% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,769 CHF | 11,192 CHF | 99.66% | 99.66% |