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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 100.00% | 100.00% |
12/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.67% | 99.67% |
11/07/2024 | 26.82% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,213 | 250,000 | 32,211 CHF | 10,612 CHF | 98.51% | 98.51% |
10/07/2024 | 25.05% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,930 CHF | 11,233 CHF | 96.07% | 96.07% |
09/07/2024 | 24.98% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,032 CHF | 11,258 CHF | 99.66% | 99.66% |
08/07/2024 | 26.58% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,784 CHF | 10,696 CHF | 99.85% | 99.85% |
05/07/2024 | 25.75% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,947 CHF | 10,987 CHF | 100.00% | 100.00% |
04/07/2024 | 27.95% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,869 CHF | 10,217 CHF | 100.00% | 100.00% |
03/07/2024 | 25.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,915 CHF | 11,229 CHF | 99.25% | 99.25% |
02/07/2024 | 22.83% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,910 CHF | 12,228 CHF | 99.68% | 99.68% |