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 | 993,574 | 250,000 | 9,936 CHF | 5,000 CHF | 99.39% | 99.39% |
12/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,241 | 250,000 | 9,862 CHF | 5,000 CHF | 99.07% | 99.07% |
11/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,415 | 250,000 | 9,874 CHF | 5,000 CHF | 98.10% | 98.10% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,825 | 250,000 | 9,948 CHF | 5,000 CHF | 95.49% | 95.49% |
09/07/2024 | 66.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,182 | 250,000 | 9,930 CHF | 4,994 CHF | 99.05% | 99.05% |
08/07/2024 | 67.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,833 | 250,000 | 9,882 CHF | 4,981 CHF | 99.23% | 99.23% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,040 | 250,000 | 9,940 CHF | 5,000 CHF | 99.39% | 99.39% |
04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,502 | 250,000 | 9,945 CHF | 5,000 CHF | 99.39% | 99.39% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,987 | 250,000 | 9,940 CHF | 5,000 CHF | 98.64% | 98.64% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,576 | 250,000 | 9,936 CHF | 5,000 CHF | 99.06% | 99.06% |