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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.39% | 99.39% |
12/07/2024 | 25.80% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,878 CHF | 10,970 CHF | 99.08% | 99.08% |
11/07/2024 | 28.39% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 985,768 | 250,000 | 29,827 CHF | 10,064 CHF | 97.75% | 97.75% |
10/07/2024 | 28.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,955 | 250,000 | 30,505 CHF | 10,188 CHF | 95.47% | 95.47% |
09/07/2024 | 27.02% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,167 | 250,000 | 31,964 CHF | 10,542 CHF | 99.04% | 99.04% |
08/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,778 | 250,000 | 34,781 CHF | 11,250 CHF | 99.24% | 99.24% |
05/07/2024 | 23.15% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,462 | 250,000 | 38,031 CHF | 12,083 CHF | 99.39% | 99.39% |
04/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,575 | 250,000 | 34,740 CHF | 11,250 CHF | 99.39% | 99.39% |
03/07/2024 | 24.62% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,689 CHF | 11,422 CHF | 98.62% | 98.62% |
02/07/2024 | 27.28% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,814 CHF | 10,454 CHF | 99.07% | 99.07% |