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 | 18.48% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 49,126 CHF | 59,126 CHF | 99.53% | 99.53% |
12/07/2024 | 17.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 51,937 CHF | 61,937 CHF | 99.41% | 99.47% |
11/07/2024 | 16.35% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 56,179 CHF | 66,179 CHF | 99.51% | 99.51% |
10/07/2024 | 15.50% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 59,556 CHF | 69,556 CHF | 99.59% | 99.59% |
09/07/2024 | 15.45% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 59,741 CHF | 69,741 CHF | 99.43% | 99.50% |
08/07/2024 | 16.55% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 55,445 CHF | 65,445 CHF | 99.46% | 99.51% |
05/07/2024 | 16.97% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 53,958 CHF | 63,958 CHF | 99.50% | 99.50% |
04/07/2024 | 16.20% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 56,731 CHF | 66,731 CHF | 99.53% | 99.53% |
03/07/2024 | 15.81% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 58,276 CHF | 68,276 CHF | 99.58% | 99.58% |
02/07/2024 | 15.53% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 59,409 CHF | 69,409 CHF | 99.57% | 99.57% |