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 | 28.43% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,192 CHF | 10,048 CHF | 99.39% | 99.39% |
12/07/2024 | 24.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,117 CHF | 11,279 CHF | 99.05% | 99.05% |
11/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 985,946 | 250,000 | 34,508 CHF | 11,250 CHF | 97.79% | 97.79% |
10/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,172 | 250,000 | 34,761 CHF | 11,250 CHF | 95.46% | 95.46% |
09/07/2024 | 24.75% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,463 | 250,000 | 35,226 CHF | 11,364 CHF | 99.04% | 99.04% |
08/07/2024 | 23.81% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,091 | 250,000 | 36,932 CHF | 11,785 CHF | 99.23% | 99.23% |
05/07/2024 | 21.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,655 | 250,000 | 42,290 CHF | 13,151 CHF | 99.38% | 99.38% |
04/07/2024 | 21.44% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,820 | 250,000 | 41,470 CHF | 12,939 CHF | 99.39% | 99.39% |
03/07/2024 | 20.01% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,985 CHF | 13,746 CHF | 98.61% | 98.61% |
02/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,003 CHF | 11,251 CHF | 99.04% | 99.04% |