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 | 32.21% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,182 CHF | 9,046 CHF | 100.00% | 100.00% |
12/07/2024 | 31.08% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,365 CHF | 9,341 CHF | 99.96% | 99.96% |
11/07/2024 | 29.93% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 985,044 | 250,000 | 28,123 CHF | 9,643 CHF | 97.84% | 97.84% |
10/07/2024 | 28.10% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,667 CHF | 10,167 CHF | 96.17% | 96.17% |
09/07/2024 | 27.54% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,446 CHF | 10,361 CHF | 99.61% | 99.61% |
08/07/2024 | 25.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,800 CHF | 11,200 CHF | 100.00% | 100.00% |
05/07/2024 | 24.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,106 CHF | 11,277 CHF | 100.00% | 100.00% |
04/07/2024 | 24.61% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,706 CHF | 11,426 CHF | 100.00% | 100.00% |
03/07/2024 | 23.73% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,287 CHF | 11,822 CHF | 99.31% | 99.31% |
02/07/2024 | 20.65% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 43,535 CHF | 13,384 CHF | 99.50% | 99.50% |