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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 100.00% | 100.00% |
12/07/2024 | 115.79% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 984,862 | 250,000 | 3,939 CHF | 3,750 CHF | 98.77% | 98.77% |
11/07/2024 | 113.14% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,202 | 250,000 | 4,137 CHF | 3,750 CHF | 99.22% | 99.22% |
10/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.85% | 99.85% |
09/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 100.00% | 100.00% |
08/07/2024 | 77.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 970,168 | 250,000 | 8,150 CHF | 4,594 CHF | 77.93% | 77.93% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
04/07/2024 | 67.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 970,585 | 250,000 | 9,644 CHF | 4,960 CHF | 67.03% | 67.03% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,297 | 250,000 | 9,923 CHF | 5,000 CHF | 98.75% | 98.75% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |