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 | 28.49% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,115 CHF | 10,029 CHF | 100.00% | 100.00% |
12/07/2024 | 26.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,608 | 250,000 | 33,377 CHF | 10,909 CHF | 99.68% | 99.68% |
11/07/2024 | 23.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,125 | 250,000 | 37,847 CHF | 12,041 CHF | 98.70% | 98.70% |
10/07/2024 | 23.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,166 CHF | 12,041 CHF | 96.09% | 96.09% |
09/07/2024 | 22.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,371 CHF | 12,343 CHF | 99.66% | 99.66% |
08/07/2024 | 20.14% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 286,193 | 44,791 CHF | 15,844 CHF | 99.84% | 99.84% |
05/07/2024 | 20.22% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,495 CHF | 13,624 CHF | 100.00% | 100.00% |
04/07/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,985 CHF | 12,496 CHF | 100.00% | 100.00% |
03/07/2024 | 22.11% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,262 CHF | 12,566 CHF | 99.23% | 99.23% |
02/07/2024 | 24.93% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,121 CHF | 11,280 CHF | 99.66% | 99.66% |