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 | 19.61% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 315,338 | 46,079 CHF | 17,862 CHF | 100.00% | 100.00% |
12/07/2024 | 19.54% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 309,627 | 46,259 CHF | 17,607 CHF | 99.67% | 99.67% |
11/07/2024 | 18.89% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 973,977 | 382,045 | 47,109 CHF | 22,808 CHF | 98.39% | 98.39% |
10/07/2024 | 23.37% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,927 CHF | 11,982 CHF | 96.07% | 96.07% |
09/07/2024 | 27.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,846 CHF | 10,212 CHF | 99.64% | 99.64% |
08/07/2024 | 26.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,731 CHF | 10,683 CHF | 99.85% | 99.85% |
05/07/2024 | 36.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,831 CHF | 8,208 CHF | 100.00% | 100.00% |
04/07/2024 | 50.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,750 CHF | 6,187 CHF | 100.00% | 100.00% |
03/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.25% | 99.25% |
02/07/2024 | 46.49% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,753 CHF | 6,688 CHF | 99.66% | 99.66% |