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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.81% | 99.81% |
12/07/2024 | 32.11% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,279 CHF | 9,070 CHF | 99.76% | 99.76% |
11/07/2024 | 37.79% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,696 CHF | 7,924 CHF | 100.00% | 100.00% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 94.51% | 94.51% |
09/07/2024 | 38.64% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,019 CHF | 7,755 CHF | 99.48% | 99.48% |
08/07/2024 | 35.94% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,042 CHF | 8,260 CHF | 99.81% | 99.81% |
05/07/2024 | 33.32% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,018 CHF | 8,755 CHF | 99.81% | 99.81% |
04/07/2024 | 33.17% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,168 CHF | 8,792 CHF | 99.81% | 99.81% |
03/07/2024 | 33.12% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,227 CHF | 8,807 CHF | 99.14% | 99.14% |
02/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.42% | 99.42% |