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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.04% | 99.04% |
12/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,897 | 250,000 | 9,929 CHF | 5,000 CHF | 98.78% | 98.78% |
11/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,567 | 250,000 | 9,856 CHF | 5,000 CHF | 97.81% | 97.81% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,941 | 250,000 | 9,929 CHF | 5,000 CHF | 95.12% | 95.12% |
09/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,445 | 250,000 | 9,934 CHF | 5,000 CHF | 98.68% | 98.68% |
08/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,347 | 250,000 | 9,863 CHF | 5,000 CHF | 98.56% | 98.56% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,523 | 250,000 | 9,925 CHF | 5,000 CHF | 99.17% | 99.17% |
04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,323 | 250,000 | 9,933 CHF | 5,000 CHF | 99.17% | 99.17% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,656 | 250,000 | 9,927 CHF | 5,000 CHF | 98.43% | 98.43% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,819 | 250,000 | 9,928 CHF | 5,000 CHF | 98.79% | 98.79% |