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 | 39.26% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,556 CHF | 7,639 CHF | 100.00% | 100.00% |
12/07/2024 | 39.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,208 CHF | 7,552 CHF | 99.68% | 99.68% |
11/07/2024 | 39.10% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,243 | 250,000 | 21,235 CHF | 7,857 CHF | 98.39% | 98.39% |
10/07/2024 | 46.71% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,873 CHF | 6,718 CHF | 96.09% | 96.09% |
09/07/2024 | 54.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,558 CHF | 5,889 CHF | 99.64% | 99.64% |
08/07/2024 | 43.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,029 CHF | 7,007 CHF | 99.85% | 99.85% |
05/07/2024 | 69.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,537 CHF | 4,884 CHF | 100.00% | 100.00% |
04/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 100.00% | 100.00% |
03/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.24% | 99.24% |
02/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.66% | 99.66% |