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 | 21.51% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,601 CHF | 12,900 CHF | 99.39% | 99.39% |
12/07/2024 | 21.92% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,673 CHF | 12,668 CHF | 99.06% | 99.06% |
11/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 985,565 | 250,000 | 39,423 CHF | 12,500 CHF | 97.73% | 97.73% |
10/07/2024 | 22.69% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,762 | 250,000 | 38,871 CHF | 12,290 CHF | 95.49% | 95.49% |
09/07/2024 | 23.82% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,940 | 250,000 | 36,842 CHF | 11,781 CHF | 99.05% | 99.05% |
08/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,593 | 250,000 | 39,744 CHF | 12,500 CHF | 99.23% | 99.23% |
05/07/2024 | 21.84% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,317 | 250,000 | 40,547 CHF | 12,714 CHF | 99.39% | 99.39% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,400 | 250,000 | 39,693 CHF | 12,499 CHF | 99.39% | 99.39% |
03/07/2024 | 22.58% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,353 CHF | 12,338 CHF | 98.64% | 98.64% |
02/07/2024 | 23.02% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,557 CHF | 12,139 CHF | 99.06% | 99.06% |