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 | 14.29% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 65,000 CHF | 75,000 CHF | 100.00% | 100.00% |
12/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 70,000 CHF | 80,000 CHF | 100.00% | 100.00% |
11/07/2024 | 12.99% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 999,347 | 999,347 | 71,953 CHF | 81,947 CHF | 100.00% | 100.00% |
10/07/2024 | 12.20% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 77,000 CHF | 87,000 CHF | 100.00% | 100.00% |
09/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 70,000 CHF | 80,000 CHF | 100.00% | 100.00% |
08/07/2024 | 14.08% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 66,000 CHF | 76,000 CHF | 100.00% | 100.00% |
05/07/2024 | 14.29% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 65,000 CHF | 75,000 CHF | 100.00% | 100.00% |
04/07/2024 | 13.70% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 68,000 CHF | 78,000 CHF | 100.00% | 100.00% |
03/07/2024 | 12.66% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 999,699 | 999,699 | 73,978 CHF | 83,975 CHF | 100.00% | 100.00% |
02/07/2024 | 12.82% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 999,693 | 999,693 | 72,978 CHF | 82,975 CHF | 100.00% | 100.00% |