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 | 16.15% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 56,975 CHF | 66,975 CHF | 99.55% | 99.55% |
12/07/2024 | 17.12% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 53,580 CHF | 63,580 CHF | 99.58% | 99.58% |
11/07/2024 | 16.94% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 54,045 CHF | 64,045 CHF | 99.58% | 99.58% |
10/07/2024 | 17.55% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 52,003 CHF | 62,003 CHF | 99.49% | 99.54% |
09/07/2024 | 17.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 53,281 CHF | 63,281 CHF | 99.55% | 99.55% |
08/07/2024 | 15.56% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 59,328 CHF | 69,328 CHF | 99.57% | 99.57% |
05/07/2024 | 15.65% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 58,922 CHF | 68,922 CHF | 99.49% | 99.49% |
04/07/2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 49,950 CHF | 59,950 CHF | 99.46% | 99.52% |
03/07/2024 | 18.92% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 47,870 CHF | 57,870 CHF | 99.58% | 99.58% |
02/07/2024 | 20.73% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 43,287 CHF | 53,287 CHF | 99.47% | 99.47% |