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 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
12/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 980,798 | 250,000 | 14,712 CHF | 6,250 CHF | 98.47% | 98.47% |
11/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,141 | 250,000 | 14,882 CHF | 6,250 CHF | 99.34% | 99.34% |
10/07/2024 | 42.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,642 CHF | 7,160 CHF | 99.78% | 99.78% |
09/07/2024 | 48.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,642 CHF | 6,410 CHF | 100.00% | 100.00% |
08/07/2024 | 44.86% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 990,455 | 250,000 | 17,381 CHF | 6,893 CHF | 98.98% | 98.98% |
05/07/2024 | 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% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,219 | 250,000 | 19,904 CHF | 7,500 CHF | 98.15% | 98.15% |
03/07/2024 | 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% |
02/07/2024 | 38.80% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,903 CHF | 7,726 CHF | 100.00% | 100.00% |