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 | 34.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 24,413 CHF | 34,413 CHF | 100.00% | 100.00% |
12/07/2024 | 30.16% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 28,226 CHF | 38,226 CHF | 99.85% | 99.85% |
11/07/2024 | 26.94% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 32,279 CHF | 42,279 CHF | 71.51% | 71.51% |
10/07/2024 | 22.92% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 38,642 CHF | 48,642 CHF | 99.38% | 99.38% |
09/07/2024 | 22.38% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 996,350 | 996,350 | 39,794 CHF | 49,794 CHF | 100.00% | 100.00% |
08/07/2024 | 22.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 998,279 | 998,279 | 39,713 CHF | 49,713 CHF | 100.00% | 100.00% |
05/07/2024 | 20.49% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 43,814 CHF | 53,814 CHF | 99.56% | 99.56% |
04/07/2024 | 18.94% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 47,821 CHF | 57,821 CHF | 100.00% | 100.00% |
03/07/2024 | 15.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 61,567 CHF | 71,567 CHF | 99.77% | 99.77% |
02/07/2024 | 12.86% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 72,813 CHF | 82,813 CHF | 99.93% | 99.93% |