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 | 49.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,344 CHF | 6,336 CHF | 100.00% | 100.00% |
12/07/2024 | 48.63% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,357 | 250,000 | 15,585 CHF | 6,421 CHF | 99.68% | 99.68% |
11/07/2024 | 47.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,096 | 250,000 | 16,220 CHF | 6,590 CHF | 98.79% | 98.79% |
10/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 96.09% | 96.09% |
09/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.65% | 99.65% |
08/07/2024 | 42.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,988 CHF | 7,247 CHF | 99.84% | 99.84% |
05/07/2024 | 40.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,947 CHF | 7,487 CHF | 100.00% | 100.00% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 100.00% | 100.00% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.25% | 99.25% |
02/07/2024 | 46.63% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,687 CHF | 6,672 CHF | 99.66% | 99.66% |