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 | 54.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,771 CHF | 5,943 CHF | 100.00% | 100.00% |
12/07/2024 | 47.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,582 | 250,000 | 16,052 CHF | 6,550 CHF | 99.69% | 99.69% |
11/07/2024 | 41.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,125 | 250,000 | 19,193 CHF | 7,338 CHF | 98.69% | 98.69% |
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 | 96.08% | 96.08% |
09/07/2024 | 39.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,126 CHF | 7,532 CHF | 99.67% | 99.67% |
08/07/2024 | 34.09% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,523 CHF | 8,631 CHF | 99.84% | 99.84% |
05/07/2024 | 34.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,172 CHF | 8,543 CHF | 100.00% | 100.00% |
04/07/2024 | 39.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,157 CHF | 7,539 CHF | 100.00% | 100.00% |
03/07/2024 | 37.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,919 CHF | 7,980 CHF | 99.23% | 99.23% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.66% | 99.66% |