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 | 21.23% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,228 CHF | 13,057 CHF | 99.39% | 99.39% |
12/07/2024 | 21.88% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,760 CHF | 12,690 CHF | 99.07% | 99.07% |
11/07/2024 | 22.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 985,922 | 250,000 | 39,615 CHF | 12,550 CHF | 97.76% | 97.76% |
10/07/2024 | 22.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,138 | 250,000 | 39,766 CHF | 12,510 CHF | 95.44% | 95.44% |
09/07/2024 | 22.18% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,346 | 250,000 | 39,842 CHF | 12,527 CHF | 99.06% | 99.06% |
08/07/2024 | 20.67% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,956 | 250,000 | 43,226 CHF | 13,375 CHF | 99.23% | 99.23% |
05/07/2024 | 21.04% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,581 | 250,000 | 42,371 CHF | 13,167 CHF | 99.39% | 99.39% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,791 | 250,000 | 39,712 CHF | 12,500 CHF | 99.39% | 99.39% |
03/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 98.63% | 98.63% |
02/07/2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,894 CHF | 12,474 CHF | 99.05% | 99.05% |