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 | 45.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,519 | 250,000 | 17,210 CHF | 6,840 CHF | 99.39% | 99.39% |
12/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,455 | 250,000 | 14,887 CHF | 6,250 CHF | 99.08% | 99.08% |
11/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 986,494 | 250,000 | 14,799 CHF | 6,250 CHF | 97.91% | 97.91% |
10/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,793 | 250,000 | 14,907 CHF | 6,250 CHF | 95.49% | 95.49% |
09/07/2024 | 49.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,040 | 250,000 | 14,924 CHF | 6,253 CHF | 99.06% | 99.06% |
08/07/2024 | 41.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,672 | 250,000 | 19,131 CHF | 7,309 CHF | 99.24% | 99.24% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,064 | 250,000 | 19,861 CHF | 7,500 CHF | 99.39% | 99.39% |
04/07/2024 | 40.06% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,452 | 250,000 | 19,838 CHF | 7,492 CHF | 99.39% | 99.39% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,780 | 250,000 | 19,856 CHF | 7,500 CHF | 98.65% | 98.65% |
02/07/2024 | 42.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,530 | 250,000 | 18,613 CHF | 7,191 CHF | 99.06% | 99.06% |