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 | 22.61% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,307 CHF | 12,327 CHF | 100.00% | 100.00% |
12/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 99.97% | 99.97% |
11/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 984,681 | 250,000 | 39,387 CHF | 12,500 CHF | 97.83% | 97.83% |
10/07/2024 | 21.17% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,367 CHF | 13,092 CHF | 96.18% | 96.18% |
09/07/2024 | 20.50% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 43,876 CHF | 13,469 CHF | 99.64% | 99.64% |
08/07/2024 | 23.04% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,527 CHF | 12,132 CHF | 100.00% | 100.00% |
05/07/2024 | 21.10% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,517 CHF | 13,129 CHF | 100.00% | 100.00% |
04/07/2024 | 21.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 254,903 | 42,462 CHF | 13,385 CHF | 100.00% | 100.00% |
03/07/2024 | 18.99% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 999,012 | 389,478 | 47,727 CHF | 22,799 CHF | 99.32% | 99.32% |
02/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |