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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 100.00% | 100.00% |
12/07/2024 | 39.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,138 | 250,000 | 20,469 CHF | 7,666 CHF | 99.77% | 99.77% |
11/07/2024 | 34.24% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,319 CHF | 8,580 CHF | 100.00% | 100.00% |
10/07/2024 | 31.47% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,956 CHF | 9,239 CHF | 94.70% | 94.70% |
09/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.67% | 99.67% |
08/07/2024 | 25.39% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,452 CHF | 11,113 CHF | 100.00% | 100.00% |
05/07/2024 | 25.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,633 CHF | 11,158 CHF | 100.00% | 100.00% |
04/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,000 CHF | 11,250 CHF | 100.00% | 100.00% |
03/07/2024 | 22.16% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,139 CHF | 12,535 CHF | 99.31% | 99.31% |
02/07/2024 | 18.93% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 393,739 | 47,949 CHF | 23,105 CHF | 99.61% | 99.61% |