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 | 39.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,409 CHF | 7,602 CHF | 100.00% | 100.00% |
12/07/2024 | 39.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,359 | 250,000 | 20,112 CHF | 7,576 CHF | 99.69% | 99.69% |
11/07/2024 | 35.01% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,155 | 250,000 | 23,548 CHF | 8,436 CHF | 98.67% | 98.67% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 96.08% | 96.08% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.67% | 99.67% |
08/07/2024 | 34.41% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,194 CHF | 8,548 CHF | 99.84% | 99.84% |
05/07/2024 | 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% |
04/07/2024 | 32.02% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,374 CHF | 9,093 CHF | 100.00% | 100.00% |
03/07/2024 | 32.01% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,392 CHF | 9,098 CHF | 99.23% | 99.23% |
02/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.67% | 99.67% |