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 | 36.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,310 CHF | 8,077 CHF | 100.00% | 100.00% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,474 | 250,000 | 19,890 CHF | 7,500 CHF | 98.41% | 98.41% |
11/07/2024 | 34.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,244 | 250,000 | 23,593 CHF | 8,447 CHF | 99.13% | 99.13% |
10/07/2024 | 27.96% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,856 CHF | 10,214 CHF | 99.80% | 99.80% |
09/07/2024 | 28.36% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,303 CHF | 10,076 CHF | 100.00% | 100.00% |
08/07/2024 | 28.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,324 CHF | 10,081 CHF | 98.99% | 98.99% |
05/07/2024 | 29.23% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,313 CHF | 9,828 CHF | 100.00% | 100.00% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,625 | 250,000 | 29,809 CHF | 10,000 CHF | 98.17% | 98.17% |
03/07/2024 | 33.60% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,802 CHF | 8,700 CHF | 100.00% | 100.00% |
02/07/2024 | 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% |