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 | 29.56% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 969,794 | 250,000 | 28,179 CHF | 9,755 CHF | 85.05% | 85.05% |
12/07/2024 | 27.81% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 966,471 | 250,000 | 29,961 CHF | 10,267 CHF | 58.42% | 58.42% |
11/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 954,858 | 250,000 | 33,419 CHF | 11,250 CHF | 77.30% | 77.30% |
10/07/2024 | 21.43% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 916,327 | 250,000 | 38,414 CHF | 12,945 CHF | 79.12% | 79.12% |
09/07/2024 | 21.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 976,711 | 250,000 | 40,491 CHF | 12,861 CHF | 93.59% | 93.59% |
08/07/2024 | 19.91% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 958,616 | 287,081 | 43,583 CHF | 16,040 CHF | 93.50% | 93.50% |
05/07/2024 | 19.67% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 297,224 | 45,901 CHF | 16,786 CHF | 100.00% | 100.00% |
04/07/2024 | 19.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 388,057 | 47,503 CHF | 22,575 CHF | 100.00% | 100.00% |
03/07/2024 | 17.84% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,132 CHF | 30,566 CHF | 99.31% | 99.31% |
02/07/2024 | 15.62% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,112 CHF | 34,556 CHF | 99.50% | 99.50% |