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 | 34.36% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,227 CHF | 8,557 CHF | 100.00% | 100.00% |
12/07/2024 | 35.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,539 | 250,000 | 22,986 CHF | 8,283 CHF | 98.37% | 98.37% |
11/07/2024 | 34.13% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,766 CHF | 8,691 CHF | 99.69% | 99.69% |
10/07/2024 | 36.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,998 CHF | 8,249 CHF | 99.80% | 99.80% |
09/07/2024 | 31.85% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,562 CHF | 9,141 CHF | 100.00% | 100.00% |
08/07/2024 | 29.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,347 CHF | 9,837 CHF | 98.97% | 98.97% |
05/07/2024 | 25.81% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 249,983 | 33,870 CHF | 10,967 CHF | 100.00% | 100.00% |
04/07/2024 | 29.01% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,539 CHF | 9,885 CHF | 98.15% | 98.15% |
03/07/2024 | 36.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,657 CHF | 8,164 CHF | 100.00% | 100.00% |
02/07/2024 | 44.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,991 CHF | 6,998 CHF | 100.00% | 100.00% |