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 | 30.06% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,493 CHF | 9,623 CHF | 100.00% | 100.00% |
12/07/2024 | 22.44% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,721 CHF | 12,430 CHF | 99.69% | 99.69% |
11/07/2024 | 32.30% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,194 | 250,000 | 25,885 CHF | 9,020 CHF | 98.58% | 98.58% |
10/07/2024 | 34.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,097 CHF | 8,524 CHF | 96.11% | 96.11% |
09/07/2024 | 34.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,277 CHF | 8,569 CHF | 99.65% | 99.65% |
08/07/2024 | 29.79% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,850 CHF | 9,712 CHF | 99.85% | 99.85% |
05/07/2024 | 22.89% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,819 CHF | 12,205 CHF | 100.00% | 100.00% |
04/07/2024 | 26.25% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,248 CHF | 10,812 CHF | 100.00% | 100.00% |
03/07/2024 | 27.19% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,937 CHF | 10,484 CHF | 99.23% | 99.23% |
02/07/2024 | 26.27% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,229 CHF | 10,807 CHF | 99.66% | 99.66% |