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 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
12/07/2024 | 49.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 980,191 | 250,000 | 14,904 CHF | 6,300 CHF | 98.38% | 98.38% |
11/07/2024 | 47.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 977,713 | 250,000 | 16,018 CHF | 6,624 CHF | 98.76% | 98.76% |
10/07/2024 | 28.43% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,199 CHF | 10,050 CHF | 99.78% | 99.78% |
09/07/2024 | 25.31% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,632 CHF | 11,158 CHF | 100.00% | 100.00% |
08/07/2024 | 23.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 989,939 | 250,000 | 37,769 CHF | 12,043 CHF | 98.98% | 98.98% |
05/07/2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,038 CHF | 12,509 CHF | 99.62% | 99.62% |
04/07/2024 | 22.49% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,562 | 250,000 | 39,454 CHF | 12,418 CHF | 98.16% | 98.16% |
03/07/2024 | 29.29% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 249,967 | 29,241 CHF | 9,809 CHF | 100.00% | 100.00% |
02/07/2024 | 33.74% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,692 CHF | 8,673 CHF | 100.00% | 100.00% |