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 | 31.95% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 26,302 CHF | 36,302 CHF | 99.55% | 99.55% |
12/07/2024 | 32.40% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 25,872 CHF | 35,872 CHF | 99.56% | 99.56% |
11/07/2024 | 31.74% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 26,511 CHF | 36,511 CHF | 99.49% | 99.49% |
10/07/2024 | 31.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 26,721 CHF | 36,721 CHF | 99.50% | 99.50% |
09/07/2024 | 30.72% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 27,556 CHF | 37,556 CHF | 99.51% | 99.51% |
08/07/2024 | 32.95% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 25,359 CHF | 35,359 CHF | 99.51% | 99.51% |
05/07/2024 | 32.20% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 26,066 CHF | 36,066 CHF | 99.51% | 99.56% |
04/07/2024 | 31.32% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 26,931 CHF | 36,931 CHF | 99.53% | 99.53% |
03/07/2024 | 30.29% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 28,026 CHF | 38,026 CHF | 99.53% | 99.53% |
02/07/2024 | 29.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 28,824 CHF | 38,824 CHF | 99.56% | 99.56% |