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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,829 | 250,000 | 19,877 CHF | 7,500 CHF | 99.38% | 99.38% |
12/07/2024 | 33.27% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 986,754 | 250,000 | 24,739 CHF | 8,767 CHF | 99.08% | 99.08% |
11/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,596 | 250,000 | 24,690 CHF | 8,750 CHF | 98.15% | 98.15% |
10/07/2024 | 37.10% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,091 | 250,000 | 22,078 CHF | 8,044 CHF | 95.49% | 95.49% |
09/07/2024 | 39.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,411 | 250,000 | 19,980 CHF | 7,518 CHF | 99.07% | 99.07% |
08/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,005 | 250,000 | 19,920 CHF | 7,500 CHF | 99.24% | 99.24% |
05/07/2024 | 34.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,298 | 250,000 | 23,638 CHF | 8,445 CHF | 99.39% | 99.39% |
04/07/2024 | 34.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,745 | 250,000 | 23,642 CHF | 8,442 CHF | 99.39% | 99.39% |
03/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,234 | 250,000 | 24,856 CHF | 8,750 CHF | 98.64% | 98.64% |
02/07/2024 | 34.94% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,773 | 250,000 | 23,637 CHF | 8,448 CHF | 99.05% | 99.05% |