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 | 30.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,407 CHF | 9,602 CHF | 100.00% | 100.00% |
12/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.95% | 99.95% |
11/07/2024 | 28.54% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 985,118 | 250,000 | 29,592 CHF | 10,010 CHF | 97.82% | 97.82% |
10/07/2024 | 25.11% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,843 CHF | 11,211 CHF | 96.17% | 96.17% |
09/07/2024 | 25.43% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,413 CHF | 11,103 CHF | 99.63% | 99.63% |
08/07/2024 | 24.35% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,173 CHF | 11,543 CHF | 100.00% | 100.00% |
05/07/2024 | 23.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,907 CHF | 11,727 CHF | 100.00% | 100.00% |
04/07/2024 | 22.28% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,903 CHF | 12,476 CHF | 100.00% | 100.00% |
03/07/2024 | 21.75% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,059 CHF | 12,765 CHF | 99.31% | 99.31% |
02/07/2024 | 18.93% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 393,597 | 47,952 CHF | 23,079 CHF | 99.50% | 99.50% |