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 | 25.99% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,608 CHF | 10,902 CHF | 100.00% | 100.00% |
12/07/2024 | 27.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,336 | 250,000 | 31,638 CHF | 10,477 CHF | 99.69% | 99.69% |
11/07/2024 | 24.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,155 | 250,000 | 34,735 CHF | 11,253 CHF | 98.66% | 98.66% |
10/07/2024 | 27.00% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,206 CHF | 10,551 CHF | 96.07% | 96.07% |
09/07/2024 | 26.85% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,410 CHF | 10,603 CHF | 99.67% | 99.67% |
08/07/2024 | 24.86% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,272 CHF | 11,318 CHF | 99.84% | 99.84% |
05/07/2024 | 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% |
04/07/2024 | 22.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,368 CHF | 12,592 CHF | 100.00% | 100.00% |
03/07/2024 | 22.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,027 CHF | 12,507 CHF | 99.24% | 99.24% |
02/07/2024 | 22.61% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,306 CHF | 12,326 CHF | 99.67% | 99.67% |