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 | 21.74% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 253,976 | 41,252 CHF | 13,004 CHF | 100.00% | 100.00% |
12/07/2024 | 20.97% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 271,977 | 42,906 CHF | 14,545 CHF | 99.66% | 99.66% |
11/07/2024 | 24.87% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 997,612 | 250,000 | 35,144 CHF | 11,307 CHF | 86.33% | 86.33% |
10/07/2024 | 26.71% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,609 CHF | 10,652 CHF | 96.07% | 96.07% |
09/07/2024 | 25.71% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,005 CHF | 11,001 CHF | 99.67% | 99.67% |
08/07/2024 | 24.17% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,489 CHF | 11,622 CHF | 99.84% | 99.84% |
05/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,063 CHF | 12,516 CHF | 100.00% | 100.00% |
04/07/2024 | 22.16% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,148 CHF | 12,537 CHF | 100.00% | 100.00% |
03/07/2024 | 21.52% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,577 CHF | 12,894 CHF | 99.24% | 99.24% |
02/07/2024 | 23.67% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,387 CHF | 11,847 CHF | 99.66% | 99.66% |