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 | 31.14% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,306 CHF | 9,327 CHF | 100.00% | 100.00% |
12/07/2024 | 29.24% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,513 | 250,000 | 29,080 CHF | 9,825 CHF | 99.67% | 99.67% |
11/07/2024 | 32.13% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,263 CHF | 9,066 CHF | 98.80% | 98.80% |
10/07/2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,997 CHF | 8,749 CHF | 96.10% | 96.10% |
09/07/2024 | 34.39% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,207 CHF | 8,552 CHF | 99.66% | 99.66% |
08/07/2024 | 25.04% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 252,612 | 35,612 CHF | 11,535 CHF | 99.83% | 99.83% |
05/07/2024 | 22.12% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,294 CHF | 12,573 CHF | 100.00% | 100.00% |
04/07/2024 | 21.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,409 CHF | 13,102 CHF | 100.00% | 100.00% |
03/07/2024 | 26.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,721 CHF | 10,680 CHF | 99.24% | 99.24% |
02/07/2024 | 32.99% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,357 CHF | 8,839 CHF | 99.67% | 99.67% |