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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,000 CHF | 11,250 CHF | 99.38% | 99.38% |
24/07/2024 | 27.60% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,377 | 250,000 | 31,134 CHF | 10,344 CHF | 99.38% | 99.38% |
23/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.38% | 99.38% |
22/07/2024 | 28.71% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,029 | 250,000 | 29,700 CHF | 9,962 CHF | 99.38% | 99.38% |
19/07/2024 | 24.67% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,588 CHF | 11,397 CHF | 98.99% | 98.99% |
18/07/2024 | 24.81% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,342 CHF | 11,335 CHF | 97.14% | 97.14% |
17/07/2024 | 24.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,775 | 250,000 | 36,287 CHF | 11,636 CHF | 98.82% | 98.82% |
16/07/2024 | 24.66% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,607 CHF | 11,402 CHF | 99.38% | 99.38% |
15/07/2024 | 25.55% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,234 CHF | 11,059 CHF | 99.38% | 99.38% |
12/07/2024 | 24.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,026 CHF | 11,257 CHF | 99.05% | 99.05% |