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 | 49.62% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,192 CHF | 6,298 CHF | 99.38% | 99.38% |
12/07/2024 | 40.07% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,966 CHF | 7,491 CHF | 99.08% | 99.08% |
11/07/2024 | 41.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,784 | 250,000 | 19,066 CHF | 7,332 CHF | 97.74% | 97.74% |
10/07/2024 | 45.32% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,995 | 250,000 | 17,236 CHF | 6,835 CHF | 95.45% | 95.45% |
09/07/2024 | 44.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,151 | 250,000 | 17,644 CHF | 6,945 CHF | 99.05% | 99.05% |
08/07/2024 | 40.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,759 | 250,000 | 19,797 CHF | 7,480 CHF | 99.23% | 99.23% |
05/07/2024 | 38.71% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,434 | 250,000 | 20,817 CHF | 7,742 CHF | 99.39% | 99.39% |
04/07/2024 | 37.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,608 | 250,000 | 21,675 CHF | 7,963 CHF | 99.38% | 99.38% |
03/07/2024 | 39.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,060 CHF | 7,515 CHF | 98.63% | 98.63% |
02/07/2024 | 40.43% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,784 CHF | 7,446 CHF | 99.06% | 99.06% |