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 | 37.58% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,814 CHF | 7,953 CHF | 100.00% | 100.00% |
12/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.78% | 99.78% |
11/07/2024 | 32.45% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,933 CHF | 8,983 CHF | 100.00% | 100.00% |
10/07/2024 | 28.21% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,504 CHF | 10,126 CHF | 94.69% | 94.69% |
09/07/2024 | 26.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,399 CHF | 10,600 CHF | 99.67% | 99.67% |
08/07/2024 | 24.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,425 CHF | 11,356 CHF | 100.00% | 100.00% |
05/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,000 CHF | 11,250 CHF | 100.00% | 100.00% |
04/07/2024 | 24.15% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,535 CHF | 11,634 CHF | 100.00% | 100.00% |
03/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 99.32% | 99.32% |
02/07/2024 | 19.94% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 258,225 | 45,162 CHF | 14,268 CHF | 99.61% | 99.61% |