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 | 31.83% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,363 | 250,000 | 26,390 CHF | 9,145 CHF | 99.39% | 99.39% |
12/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,402 | 250,000 | 34,734 CHF | 11,250 CHF | 99.06% | 99.06% |
11/07/2024 | 27.36% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 986,355 | 250,000 | 31,254 CHF | 10,426 CHF | 97.89% | 97.89% |
10/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,662 | 250,000 | 29,810 CHF | 10,000 CHF | 95.47% | 95.47% |
09/07/2024 | 29.27% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,926 | 250,000 | 29,082 CHF | 9,816 CHF | 99.06% | 99.06% |
08/07/2024 | 28.16% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,591 | 250,000 | 30,414 CHF | 10,144 CHF | 99.24% | 99.24% |
05/07/2024 | 25.19% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,962 | 250,000 | 34,489 CHF | 11,184 CHF | 99.39% | 99.39% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,329 | 250,000 | 29,800 CHF | 10,000 CHF | 99.39% | 99.39% |
03/07/2024 | 32.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,671 | 250,000 | 26,186 CHF | 9,092 CHF | 98.64% | 98.64% |
02/07/2024 | 28.93% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,462 | 250,000 | 29,396 CHF | 9,906 CHF | 99.06% | 99.06% |