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 | 37.43% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,926 CHF | 7,981 CHF | 100.00% | 100.00% |
12/07/2024 | 34.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,847 | 250,000 | 24,097 CHF | 8,563 CHF | 98.41% | 98.41% |
11/07/2024 | 33.31% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,248 | 250,000 | 24,827 CHF | 8,755 CHF | 99.05% | 99.05% |
10/07/2024 | 31.62% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,794 CHF | 9,199 CHF | 99.78% | 99.78% |
09/07/2024 | 32.58% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,791 CHF | 8,948 CHF | 100.00% | 100.00% |
08/07/2024 | 31.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,151 CHF | 9,288 CHF | 98.99% | 98.99% |
05/07/2024 | 31.32% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,111 CHF | 9,278 CHF | 100.00% | 100.00% |
04/07/2024 | 28.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,185 | 250,000 | 29,706 CHF | 9,978 CHF | 98.17% | 98.17% |
03/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 100.00% | 100.00% |
02/07/2024 | 25.71% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,012 CHF | 11,003 CHF | 100.00% | 100.00% |