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 | 24.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,655 CHF | 11,414 CHF | 100.00% | 100.00% |
12/07/2024 | 24.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,260 | 250,000 | 34,776 CHF | 11,253 CHF | 99.69% | 99.69% |
11/07/2024 | 25.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,101 | 250,000 | 34,526 CHF | 11,201 CHF | 98.78% | 98.78% |
10/07/2024 | 26.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,511 CHF | 10,878 CHF | 96.11% | 96.11% |
09/07/2024 | 27.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,591 CHF | 10,398 CHF | 99.65% | 99.65% |
08/07/2024 | 24.92% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,305 CHF | 11,326 CHF | 99.84% | 99.84% |
05/07/2024 | 22.19% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,084 CHF | 12,521 CHF | 100.00% | 100.00% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 100.00% | 100.00% |
03/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,012 CHF | 12,503 CHF | 99.25% | 99.25% |
02/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,000 CHF | 11,250 CHF | 99.67% | 99.67% |