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 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 100.00% | 100.00% |
12/07/2024 | 31.39% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 980,817 | 250,000 | 26,518 CHF | 9,259 CHF | 98.46% | 98.46% |
11/07/2024 | 29.24% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,141 | 250,000 | 29,066 CHF | 9,826 CHF | 99.34% | 99.34% |
10/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.78% | 99.78% |
09/07/2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,965 CHF | 9,991 CHF | 100.00% | 100.00% |
08/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 990,470 | 250,000 | 29,714 CHF | 10,000 CHF | 98.98% | 98.98% |
05/07/2024 | 27.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,143 CHF | 10,286 CHF | 100.00% | 100.00% |
04/07/2024 | 25.62% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,171 | 250,000 | 33,985 CHF | 11,035 CHF | 98.16% | 98.16% |
03/07/2024 | 24.82% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,329 CHF | 11,332 CHF | 100.00% | 100.00% |
02/07/2024 | 22.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 259,074 | 40,432 CHF | 13,132 CHF | 100.00% | 100.00% |