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 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.07% | 99.07% |
12/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,902 | 250,000 | 14,894 CHF | 6,250 CHF | 98.65% | 98.65% |
11/07/2024 | 50.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,510 | 250,000 | 14,744 CHF | 6,234 CHF | 97.78% | 97.78% |
10/07/2024 | 64.18% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,938 | 250,000 | 10,676 CHF | 5,187 CHF | 95.10% | 95.10% |
09/07/2024 | 62.55% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,439 | 250,000 | 11,137 CHF | 5,309 CHF | 98.67% | 98.67% |
08/07/2024 | 64.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 986,536 | 250,000 | 10,394 CHF | 5,133 CHF | 98.53% | 98.53% |
05/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,524 | 250,000 | 14,888 CHF | 6,250 CHF | 99.17% | 99.17% |
04/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,295 | 250,000 | 14,899 CHF | 6,250 CHF | 99.18% | 99.18% |
03/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,700 | 250,000 | 14,891 CHF | 6,250 CHF | 98.43% | 98.43% |
02/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,677 | 250,000 | 14,890 CHF | 6,250 CHF | 98.80% | 98.80% |