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 | 25.47% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,345 CHF | 11,086 CHF | 100.00% | 100.00% |
12/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 986,628 | 250,000 | 34,532 CHF | 11,250 CHF | 97.74% | 97.74% |
11/07/2024 | 23.59% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,235 | 250,000 | 37,258 CHF | 11,883 CHF | 99.15% | 99.15% |
10/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 99.78% | 99.78% |
09/07/2024 | 22.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,203 CHF | 12,551 CHF | 100.00% | 100.00% |
08/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 989,215 | 250,000 | 39,569 CHF | 12,500 CHF | 98.98% | 98.98% |
05/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 100.00% | 100.00% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,783 | 250,000 | 39,751 CHF | 12,500 CHF | 98.16% | 98.16% |
03/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 45,000 CHF | 13,750 CHF | 100.00% | 100.00% |
02/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 45,000 CHF | 13,750 CHF | 100.00% | 100.00% |