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 | 25.44% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,398 CHF | 11,100 CHF | 100.00% | 100.00% |
12/07/2024 | 26.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 987,691 | 250,000 | 33,739 CHF | 11,012 CHF | 98.45% | 98.45% |
11/07/2024 | 34.10% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,160 | 250,000 | 24,229 CHF | 8,606 CHF | 99.26% | 99.26% |
10/07/2024 | 32.13% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,265 CHF | 9,066 CHF | 99.77% | 99.77% |
09/07/2024 | 37.79% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,660 CHF | 7,915 CHF | 100.00% | 100.00% |
08/07/2024 | 38.61% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,986 | 250,000 | 20,794 CHF | 7,761 CHF | 98.97% | 98.97% |
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 | 994,587 | 250,000 | 24,865 CHF | 8,750 CHF | 98.16% | 98.16% |
03/07/2024 | 32.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,161 CHF | 9,040 CHF | 100.00% | 100.00% |
02/07/2024 | 22.49% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,639 CHF | 12,410 CHF | 100.00% | 100.00% |