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 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,415 | 250,000 | 24,835 CHF | 8,750 CHF | 99.39% | 99.39% |
12/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 985,821 | 250,000 | 24,646 CHF | 8,750 CHF | 99.08% | 99.08% |
11/07/2024 | 36.69% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,301 | 250,000 | 22,223 CHF | 8,120 CHF | 98.08% | 98.08% |
10/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,685 | 250,000 | 24,867 CHF | 8,750 CHF | 95.49% | 95.49% |
09/07/2024 | 36.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,073 | 250,000 | 22,337 CHF | 8,115 CHF | 99.02% | 99.02% |
08/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,708 | 250,000 | 24,893 CHF | 8,750 CHF | 99.23% | 99.23% |
05/07/2024 | 31.50% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,959 | 250,000 | 26,741 CHF | 9,230 CHF | 99.39% | 99.39% |
04/07/2024 | 38.50% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,369 | 250,000 | 21,010 CHF | 7,781 CHF | 99.39% | 99.39% |
03/07/2024 | 39.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,886 | 250,000 | 20,022 CHF | 7,536 CHF | 98.62% | 98.62% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,418 | 250,000 | 19,868 CHF | 7,500 CHF | 99.06% | 99.06% |