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 | 32.39% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,132 CHF | 9,033 CHF | 100.00% | 100.00% |
12/07/2024 | 28.65% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,092 CHF | 10,023 CHF | 99.66% | 99.66% |
11/07/2024 | 34.67% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,226 | 250,000 | 23,806 CHF | 8,500 CHF | 98.50% | 98.50% |
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 | 96.07% | 96.07% |
09/07/2024 | 38.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,162 CHF | 7,791 CHF | 99.67% | 99.67% |
08/07/2024 | 35.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,143 CHF | 8,286 CHF | 99.83% | 99.83% |
05/07/2024 | 31.61% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,807 CHF | 9,202 CHF | 100.00% | 100.00% |
04/07/2024 | 31.65% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,763 CHF | 9,191 CHF | 100.00% | 100.00% |
03/07/2024 | 29.96% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,565 CHF | 9,641 CHF | 99.23% | 99.23% |
02/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.66% | 99.66% |