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 | 54.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,622 CHF | 5,905 CHF | 100.00% | 100.00% |
12/07/2024 | 50.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 979,536 | 250,000 | 14,685 CHF | 6,248 CHF | 98.41% | 98.41% |
11/07/2024 | 30.18% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,173 | 250,000 | 28,113 CHF | 9,577 CHF | 99.25% | 99.25% |
10/07/2024 | 27.62% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,333 CHF | 10,333 CHF | 99.76% | 99.76% |
09/07/2024 | 28.54% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,038 CHF | 10,010 CHF | 100.00% | 100.00% |
08/07/2024 | 28.07% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 989,993 | 250,000 | 30,400 CHF | 10,175 CHF | 98.97% | 98.97% |
05/07/2024 | 27.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,885 CHF | 10,221 CHF | 100.00% | 100.00% |
04/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,626 | 250,000 | 34,812 CHF | 11,250 CHF | 98.15% | 98.15% |
03/07/2024 | 23.31% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,037 CHF | 12,009 CHF | 100.00% | 100.00% |
02/07/2024 | 24.93% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,124 CHF | 11,281 CHF | 100.00% | 100.00% |