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 | 43.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,217 CHF | 7,054 CHF | 100.00% | 100.00% |
12/07/2024 | 42.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,693 | 250,000 | 18,748 CHF | 7,248 CHF | 98.45% | 98.45% |
11/07/2024 | 48.61% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,164 | 250,000 | 15,577 CHF | 6,424 CHF | 99.26% | 99.26% |
10/07/2024 | 53.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,062 CHF | 6,015 CHF | 99.77% | 99.77% |
09/07/2024 | 40.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,905 CHF | 7,476 CHF | 100.00% | 100.00% |
08/07/2024 | 35.40% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 989,891 | 250,000 | 23,352 CHF | 8,389 CHF | 98.99% | 98.99% |
05/07/2024 | 36.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,370 CHF | 8,093 CHF | 100.00% | 100.00% |
04/07/2024 | 36.15% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,569 | 250,000 | 22,777 CHF | 8,221 CHF | 98.16% | 98.16% |
03/07/2024 | 40.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,740 CHF | 7,435 CHF | 100.00% | 100.00% |
02/07/2024 | 57.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,617 CHF | 5,654 CHF | 100.00% | 100.00% |