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 | 66.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,152 CHF | 5,038 CHF | 100.00% | 100.00% |
12/07/2024 | 50.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 978,213 | 246,828 | 14,494 CHF | 6,126 CHF | 98.37% | 98.37% |
11/07/2024 | 52.39% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 974,355 | 245,676 | 13,863 CHF | 5,954 CHF | 98.75% | 98.75% |
10/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.80% | 99.80% |
09/07/2024 | 33.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,324 CHF | 8,831 CHF | 100.00% | 100.00% |
08/07/2024 | 31.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,635 | 246,984 | 26,649 CHF | 9,134 CHF | 98.97% | 98.97% |
05/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,999 CHF | 10,000 CHF | 99.62% | 99.62% |
04/07/2024 | 29.67% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,254 | 248,361 | 28,762 CHF | 9,676 CHF | 98.16% | 98.16% |
03/07/2024 | 38.73% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,956 CHF | 7,739 CHF | 100.00% | 100.00% |
02/07/2024 | 43.09% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,457 CHF | 7,114 CHF | 100.00% | 100.00% |