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 | 29.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,272 CHF | 9,818 CHF | 100.00% | 100.00% |
12/07/2024 | 32.24% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,325 | 250,000 | 25,982 CHF | 9,037 CHF | 99.68% | 99.68% |
11/07/2024 | 30.88% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,098 | 250,000 | 27,381 CHF | 9,395 CHF | 98.78% | 98.78% |
10/07/2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,973 CHF | 9,993 CHF | 96.09% | 96.09% |
09/07/2024 | 28.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,939 CHF | 9,985 CHF | 99.65% | 99.65% |
08/07/2024 | 25.53% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,257 CHF | 11,064 CHF | 99.85% | 99.85% |
05/07/2024 | 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% |
04/07/2024 | 25.09% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,880 CHF | 11,220 CHF | 100.00% | 100.00% |
03/07/2024 | 25.81% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,862 CHF | 10,965 CHF | 99.25% | 99.25% |
02/07/2024 | 29.38% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,148 CHF | 9,787 CHF | 99.66% | 99.66% |