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 | 22.34% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,828 CHF | 12,457 CHF | 100.00% | 100.00% |
12/07/2024 | 19.92% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,468 | 260,601 | 44,947 CHF | 14,428 CHF | 98.41% | 98.41% |
11/07/2024 | 21.91% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,835 CHF | 12,709 CHF | 99.83% | 99.83% |
10/07/2024 | 27.90% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,947 CHF | 10,237 CHF | 99.80% | 99.80% |
09/07/2024 | 26.69% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,637 CHF | 10,659 CHF | 100.00% | 100.00% |
08/07/2024 | 25.47% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,348 CHF | 11,087 CHF | 98.99% | 98.99% |
05/07/2024 | 23.72% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,300 CHF | 11,825 CHF | 100.00% | 100.00% |
04/07/2024 | 24.30% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,615 | 250,000 | 36,047 CHF | 11,568 CHF | 98.17% | 98.17% |
03/07/2024 | 22.62% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 252,988 | 39,397 CHF | 12,514 CHF | 100.00% | 100.00% |
02/07/2024 | 16.90% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,279 CHF | 32,139 CHF | 100.00% | 100.00% |