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 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,000 CHF | 11,250 CHF | 100.00% | 100.00% |
12/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,310 | 250,000 | 34,766 CHF | 11,250 CHF | 99.68% | 99.68% |
11/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,101 | 250,000 | 34,724 CHF | 11,250 CHF | 98.78% | 98.78% |
10/07/2024 | 25.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,110 CHF | 11,027 CHF | 96.09% | 96.09% |
09/07/2024 | 26.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 32,780 CHF | 10,695 CHF | 99.64% | 99.64% |
08/07/2024 | 25.17% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,806 CHF | 11,202 CHF | 99.85% | 99.85% |
05/07/2024 | 22.58% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,349 CHF | 12,337 CHF | 100.00% | 100.00% |
04/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,000 CHF | 12,500 CHF | 100.00% | 100.00% |
03/07/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,983 CHF | 12,496 CHF | 99.25% | 99.25% |
02/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,000 CHF | 11,250 CHF | 99.66% | 99.66% |