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 | 79.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,362 | 250,000 | 8,036 CHF | 4,519 CHF | 99.39% | 99.39% |
12/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,388 | 250,000 | 9,924 CHF | 5,000 CHF | 99.06% | 99.06% |
11/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,355 | 250,000 | 9,864 CHF | 5,000 CHF | 97.89% | 97.89% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,689 | 250,000 | 9,937 CHF | 5,000 CHF | 95.47% | 95.47% |
09/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,924 | 250,000 | 9,939 CHF | 5,000 CHF | 99.05% | 99.05% |
08/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,615 | 250,000 | 9,946 CHF | 5,000 CHF | 99.24% | 99.24% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,988 | 250,000 | 9,930 CHF | 5,000 CHF | 99.39% | 99.39% |
04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,328 | 250,000 | 9,933 CHF | 5,000 CHF | 99.39% | 99.39% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,670 | 250,000 | 9,927 CHF | 5,000 CHF | 98.64% | 98.64% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,461 | 250,000 | 9,925 CHF | 5,000 CHF | 99.05% | 99.05% |