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 | 19.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 388,140 | 47,752 CHF | 22,682 CHF | 100.00% | 100.00% |
12/07/2024 | 19.73% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 293,233 | 45,748 CHF | 16,511 CHF | 99.78% | 99.78% |
11/07/2024 | 21.33% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 262,985 | 42,059 CHF | 13,774 CHF | 100.00% | 100.00% |
10/07/2024 | 23.47% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,761 CHF | 11,940 CHF | 94.70% | 94.70% |
09/07/2024 | 23.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,060 CHF | 11,765 CHF | 99.67% | 99.67% |
08/07/2024 | 20.06% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,873 CHF | 13,718 CHF | 100.00% | 100.00% |
05/07/2024 | 21.72% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,127 CHF | 12,782 CHF | 100.00% | 100.00% |
04/07/2024 | 22.48% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,543 CHF | 12,386 CHF | 100.00% | 100.00% |
03/07/2024 | 24.48% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,933 CHF | 11,483 CHF | 99.33% | 99.33% |
02/07/2024 | 28.27% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,427 CHF | 10,107 CHF | 99.62% | 99.62% |