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 | 26.84% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,425 CHF | 10,606 CHF | 100.00% | 100.00% |
12/07/2024 | 27.35% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 979,852 | 250,000 | 31,709 CHF | 10,538 CHF | 98.44% | 98.44% |
11/07/2024 | 33.94% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,164 | 250,000 | 24,406 CHF | 8,651 CHF | 99.26% | 99.26% |
10/07/2024 | 29.18% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,376 CHF | 9,844 CHF | 99.80% | 99.80% |
09/07/2024 | 38.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,303 CHF | 7,826 CHF | 100.00% | 100.00% |
08/07/2024 | 38.82% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,948 | 250,000 | 20,713 CHF | 7,741 CHF | 98.98% | 98.98% |
05/07/2024 | 34.07% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,451 CHF | 8,613 CHF | 100.00% | 100.00% |
04/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,569 | 250,000 | 24,864 CHF | 8,750 CHF | 98.16% | 98.16% |
03/07/2024 | 29.98% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,731 CHF | 9,683 CHF | 100.00% | 100.00% |
02/07/2024 | 22.55% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,523 CHF | 12,381 CHF | 100.00% | 100.00% |