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 | 30.62% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,851 CHF | 9,463 CHF | 100.00% | 100.00% |
12/07/2024 | 28.82% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 982,336 | 250,000 | 29,210 CHF | 9,935 CHF | 98.44% | 98.44% |
11/07/2024 | 28.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,200 | 250,000 | 29,648 CHF | 9,970 CHF | 99.21% | 99.21% |
10/07/2024 | 28.96% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,596 CHF | 9,899 CHF | 99.78% | 99.78% |
09/07/2024 | 31.93% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,473 CHF | 9,118 CHF | 100.00% | 100.00% |
08/07/2024 | 29.08% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 989,581 | 250,000 | 29,229 CHF | 9,872 CHF | 98.99% | 98.99% |
05/07/2024 | 29.17% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,369 CHF | 9,842 CHF | 100.00% | 100.00% |
04/07/2024 | 30.15% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,245 | 250,000 | 28,168 CHF | 9,585 CHF | 98.16% | 98.16% |
03/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,002 CHF | 8,751 CHF | 100.00% | 100.00% |
02/07/2024 | 32.23% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,162 CHF | 9,040 CHF | 100.00% | 100.00% |