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 | 24.81% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,472 CHF | 11,368 CHF | 100.00% | 100.00% |
12/07/2024 | 24.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 980,310 | 250,000 | 34,942 CHF | 11,433 CHF | 98.45% | 98.45% |
11/07/2024 | 22.07% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,159 | 250,000 | 40,037 CHF | 12,588 CHF | 99.30% | 99.30% |
10/07/2024 | 19.57% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 336,001 | 46,277 CHF | 19,227 CHF | 99.79% | 99.79% |
09/07/2024 | 21.09% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,557 CHF | 13,139 CHF | 100.00% | 100.00% |
08/07/2024 | 21.70% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 990,074 | 250,000 | 40,778 CHF | 12,794 CHF | 98.99% | 98.99% |
05/07/2024 | 24.08% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,830 CHF | 11,708 CHF | 100.00% | 100.00% |
04/07/2024 | 22.49% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,839 | 250,000 | 39,329 CHF | 12,379 CHF | 98.16% | 98.16% |
03/07/2024 | 21.35% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,952 CHF | 12,988 CHF | 100.00% | 100.00% |
02/07/2024 | 19.23% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 986,027 | 310,761 | 46,508 CHF | 18,169 CHF | 100.00% | 100.00% |