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 | 30.54% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,320 | 250,000 | 27,763 CHF | 9,483 CHF | 99.39% | 99.39% |
12/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 985,630 | 250,000 | 29,569 CHF | 10,000 CHF | 99.07% | 99.07% |
11/07/2024 | 28.07% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,207 | 250,000 | 30,300 CHF | 10,177 CHF | 98.05% | 98.05% |
10/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,536 | 250,000 | 34,809 CHF | 11,250 CHF | 95.49% | 95.49% |
09/07/2024 | 24.93% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,951 | 250,000 | 34,942 CHF | 11,280 CHF | 99.05% | 99.05% |
08/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,536 | 250,000 | 34,844 CHF | 11,250 CHF | 99.23% | 99.23% |
05/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,813 | 250,000 | 34,784 CHF | 11,250 CHF | 99.39% | 99.39% |
04/07/2024 | 24.81% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,255 | 250,000 | 35,142 CHF | 11,336 CHF | 99.39% | 99.39% |
03/07/2024 | 23.60% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,682 | 250,000 | 37,295 CHF | 11,879 CHF | 98.62% | 98.62% |
02/07/2024 | 20.34% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,335 | 250,000 | 43,938 CHF | 13,560 CHF | 99.05% | 99.05% |