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 | 50.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,606 | 250,000 | 14,894 CHF | 6,247 CHF | 99.39% | 99.39% |
12/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 986,263 | 250,000 | 14,794 CHF | 6,250 CHF | 99.07% | 99.07% |
11/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,445 | 250,000 | 14,812 CHF | 6,250 CHF | 98.09% | 98.09% |
10/07/2024 | 51.62% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,856 | 250,000 | 14,437 CHF | 6,129 CHF | 95.49% | 95.49% |
09/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,185 | 250,000 | 9,952 CHF | 5,000 CHF | 99.04% | 99.04% |
08/07/2024 | 62.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,835 | 250,000 | 11,138 CHF | 5,295 CHF | 99.22% | 99.22% |
05/07/2024 | 50.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,043 | 250,000 | 14,820 CHF | 6,227 CHF | 99.39% | 99.39% |
04/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,505 | 250,000 | 14,918 CHF | 6,250 CHF | 99.39% | 99.39% |
03/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,964 | 250,000 | 14,910 CHF | 6,250 CHF | 98.64% | 98.64% |
02/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,552 | 250,000 | 14,903 CHF | 6,250 CHF | 99.06% | 99.06% |