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 | 41.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,504 CHF | 7,376 CHF | 100.00% | 100.00% |
12/07/2024 | 32.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,608 | 250,000 | 25,616 CHF | 8,956 CHF | 99.69% | 99.69% |
11/07/2024 | 28.56% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,127 | 250,000 | 29,780 CHF | 10,004 CHF | 98.68% | 98.68% |
10/07/2024 | 28.11% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,670 CHF | 10,168 CHF | 96.09% | 96.09% |
09/07/2024 | 30.64% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,825 CHF | 9,456 CHF | 99.66% | 99.66% |
08/07/2024 | 25.77% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,932 CHF | 10,983 CHF | 99.83% | 99.83% |
05/07/2024 | 27.15% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,990 CHF | 10,498 CHF | 100.00% | 100.00% |
04/07/2024 | 29.89% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,616 CHF | 9,654 CHF | 100.00% | 100.00% |
03/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.23% | 99.23% |
02/07/2024 | 31.71% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,700 CHF | 9,175 CHF | 99.66% | 99.66% |