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 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 100.00% | 100.00% |
12/07/2024 | 33.18% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,839 | 250,000 | 24,987 CHF | 8,791 CHF | 99.66% | 99.66% |
11/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,135 | 250,000 | 24,803 CHF | 8,750 CHF | 98.71% | 98.71% |
10/07/2024 | 33.50% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,875 CHF | 8,719 CHF | 96.06% | 96.06% |
09/07/2024 | 34.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,080 CHF | 8,520 CHF | 99.65% | 99.65% |
08/07/2024 | 28.71% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,857 CHF | 9,964 CHF | 99.84% | 99.84% |
05/07/2024 | 30.69% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,777 CHF | 9,444 CHF | 100.00% | 100.00% |
04/07/2024 | 35.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,498 CHF | 8,375 CHF | 100.00% | 100.00% |
03/07/2024 | 38.54% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,098 CHF | 7,775 CHF | 99.24% | 99.24% |
02/07/2024 | 40.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,988 CHF | 7,497 CHF | 99.66% | 99.66% |