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 | 30.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 27,532 CHF | 37,532 CHF | 100.00% | 100.00% |
12/07/2024 | 30.79% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 27,488 CHF | 37,488 CHF | 100.00% | 100.00% |
11/07/2024 | 28.31% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 30,343 CHF | 40,343 CHF | 100.00% | 100.00% |
10/07/2024 | 27.10% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 31,907 CHF | 41,907 CHF | 100.00% | 100.00% |
09/07/2024 | 26.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 32,083 CHF | 42,083 CHF | 100.00% | 100.00% |
08/07/2024 | 27.80% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 30,968 CHF | 40,968 CHF | 100.00% | 100.00% |
05/07/2024 | 27.46% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 31,422 CHF | 41,422 CHF | 100.00% | 100.00% |
04/07/2024 | 27.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 31,336 CHF | 41,336 CHF | 100.00% | 100.00% |
03/07/2024 | 27.51% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 31,363 CHF | 41,363 CHF | 100.00% | 100.00% |
02/07/2024 | 26.13% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 33,277 CHF | 43,277 CHF | 100.00% | 100.00% |