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 | 24.28% | 0.04 CHF | 0.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 36,197 CHF | 46,197 CHF | 99.51% | 99.51% |
12/07/2024 | 25.72% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 33,895 CHF | 43,895 CHF | 99.52% | 99.52% |
11/07/2024 | 24.94% | 0.03 CHF | 0.04 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 31,663 CHF | 40,663 CHF | 99.52% | 99.52% |
10/07/2024 | 22.72% | 0.04 CHF | 0.05 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 31,220 CHF | 39,220 CHF | 99.55% | 99.55% |
09/07/2024 | 22.26% | 0.04 CHF | 0.05 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 31,947 CHF | 39,947 CHF | 99.48% | 99.48% |
08/07/2024 | 22.86% | 0.04 CHF | 0.05 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 34,901 CHF | 43,901 CHF | 99.57% | 99.57% |
05/07/2024 | 23.14% | 0.04 CHF | 0.05 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 34,396 CHF | 43,396 CHF | 99.57% | 99.57% |
04/07/2024 | 22.75% | 0.04 CHF | 0.05 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 35,074 CHF | 44,074 CHF | 99.52% | 99.52% |
03/07/2024 | 21.74% | 0.04 CHF | 0.05 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 32,814 CHF | 40,814 CHF | 99.55% | 99.55% |
02/07/2024 | 21.59% | 0.04 CHF | 0.05 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 33,055 CHF | 41,055 CHF | 99.47% | 99.47% |