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 | 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% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 986,639 | 250,000 | 19,733 CHF | 7,500 CHF | 97.73% | 97.73% |
11/07/2024 | 34.87% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,240 | 250,000 | 23,653 CHF | 8,462 CHF | 99.14% | 99.14% |
10/07/2024 | 35.29% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,535 CHF | 8,384 CHF | 99.79% | 99.79% |
09/07/2024 | 34.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,794 CHF | 8,449 CHF | 100.00% | 100.00% |
08/07/2024 | 35.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,174 | 250,000 | 23,132 CHF | 8,351 CHF | 98.98% | 98.98% |
05/07/2024 | 27.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,839 CHF | 10,210 CHF | 100.00% | 100.00% |
04/07/2024 | 23.46% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,831 | 250,000 | 37,524 CHF | 11,943 CHF | 98.15% | 98.15% |
03/07/2024 | 23.25% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,148 CHF | 12,037 CHF | 100.00% | 100.00% |
02/07/2024 | 27.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,889 CHF | 10,472 CHF | 100.00% | 100.00% |