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 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,946 | 250,000 | 34,788 CHF | 11,250 CHF | 99.39% | 99.39% |
12/07/2024 | 24.96% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 987,129 | 250,000 | 34,622 CHF | 11,268 CHF | 99.08% | 99.08% |
11/07/2024 | 24.20% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 987,749 | 250,000 | 36,018 CHF | 11,612 CHF | 98.18% | 98.18% |
10/07/2024 | 26.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,211 | 250,000 | 33,321 CHF | 10,872 CHF | 95.50% | 95.50% |
09/07/2024 | 26.65% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,593 | 250,000 | 32,538 CHF | 10,673 CHF | 99.05% | 99.05% |
08/07/2024 | 22.25% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,243 | 250,000 | 39,798 CHF | 12,487 CHF | 99.24% | 99.24% |
05/07/2024 | 21.37% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,236 | 258,121 | 41,733 CHF | 13,467 CHF | 96.24% | 96.24% |
04/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,904 | 250,000 | 24,873 CHF | 8,750 CHF | 99.39% | 99.39% |
03/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,424 | 250,000 | 24,861 CHF | 8,750 CHF | 98.63% | 98.63% |
02/07/2024 | 33.36% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,910 | 250,000 | 24,826 CHF | 8,745 CHF | 99.06% | 99.06% |