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 | 26.55% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,829 CHF | 10,707 CHF | 100.00% | 100.00% |
12/07/2024 | 25.61% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,306 | 250,000 | 33,699 CHF | 11,036 CHF | 98.45% | 98.45% |
11/07/2024 | 23.15% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,213 | 250,000 | 38,049 CHF | 12,081 CHF | 99.22% | 99.22% |
10/07/2024 | 20.69% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 43,444 CHF | 13,361 CHF | 99.76% | 99.76% |
09/07/2024 | 21.78% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,985 CHF | 12,746 CHF | 100.00% | 100.00% |
08/07/2024 | 21.29% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 989,799 | 250,000 | 41,691 CHF | 13,025 CHF | 98.97% | 98.97% |
05/07/2024 | 23.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,593 CHF | 11,898 CHF | 100.00% | 100.00% |
04/07/2024 | 20.46% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,389 | 250,000 | 43,730 CHF | 13,489 CHF | 98.15% | 98.15% |
03/07/2024 | 19.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 997,610 | 309,929 | 46,140 CHF | 17,668 CHF | 100.00% | 100.00% |
02/07/2024 | 15.43% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 849,769 | 428,140 | 50,820 CHF | 29,888 CHF | 100.00% | 100.00% |