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 | 23.81% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,247 CHF | 11,812 CHF | 100.00% | 100.00% |
12/07/2024 | 26.45% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,828 | 250,000 | 32,928 CHF | 10,786 CHF | 98.40% | 98.40% |
11/07/2024 | 28.54% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,265 | 250,000 | 29,806 CHF | 10,010 CHF | 99.03% | 99.03% |
10/07/2024 | 27.81% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,068 CHF | 10,267 CHF | 99.77% | 99.77% |
09/07/2024 | 29.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,518 CHF | 9,880 CHF | 100.00% | 100.00% |
08/07/2024 | 27.16% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,981 CHF | 10,495 CHF | 98.99% | 98.99% |
05/07/2024 | 25.49% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,406 CHF | 11,101 CHF | 100.00% | 100.00% |
04/07/2024 | 24.92% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,174 | 250,000 | 34,901 CHF | 11,285 CHF | 98.16% | 98.16% |
03/07/2024 | 25.19% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,821 CHF | 11,205 CHF | 100.00% | 100.00% |
02/07/2024 | 28.83% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,730 CHF | 9,932 CHF | 100.00% | 100.00% |