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 | 28.69% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,303 | 250,000 | 29,677 CHF | 9,970 CHF | 99.39% | 99.39% |
12/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 985,588 | 250,000 | 29,568 CHF | 10,000 CHF | 99.07% | 99.07% |
11/07/2024 | 25.35% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,192 | 250,000 | 34,065 CHF | 11,128 CHF | 98.05% | 98.05% |
10/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,520 | 250,000 | 34,817 CHF | 11,252 CHF | 95.48% | 95.48% |
09/07/2024 | 25.75% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,926 | 250,000 | 33,770 CHF | 10,987 CHF | 99.06% | 99.06% |
08/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,517 | 250,000 | 34,843 CHF | 11,250 CHF | 99.24% | 99.24% |
05/07/2024 | 24.93% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,857 | 250,000 | 34,917 CHF | 11,283 CHF | 99.39% | 99.39% |
04/07/2024 | 24.80% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,263 | 250,000 | 35,165 CHF | 11,342 CHF | 99.39% | 99.39% |
03/07/2024 | 23.71% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,682 | 250,000 | 37,066 CHF | 11,830 CHF | 98.64% | 98.64% |
02/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,319 | 250,000 | 34,766 CHF | 11,250 CHF | 99.05% | 99.05% |