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 | 41.48% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,162 CHF | 29,162 CHF | 100.00% | 100.00% |
12/07/2024 | 35.19% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 23,435 CHF | 33,435 CHF | 100.00% | 100.00% |
11/07/2024 | 41.07% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,362 CHF | 29,362 CHF | 100.00% | 100.00% |
10/07/2024 | - | 0.02 CHF | 0.03 CHF | 1,000,000 | 125,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
09/07/2024 | 47.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 16,238 CHF | 26,238 CHF | 100.00% | 100.00% |
08/07/2024 | 38.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 20,966 CHF | 30,966 CHF | 100.00% | 100.00% |
05/07/2024 | 33.06% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 25,288 CHF | 35,288 CHF | 100.00% | 100.00% |
04/07/2024 | 33.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 24,635 CHF | 34,635 CHF | 100.00% | 100.00% |
03/07/2024 | 33.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 24,492 CHF | 34,492 CHF | 100.00% | 100.00% |
02/07/2024 | 38.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 21,055 CHF | 31,055 CHF | 100.00% | 100.00% |