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 | 120.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,475 | 250,000 | 4,962 CHF | 5,000 CHF | 99.39% | 99.39% |
12/07/2024 | 121.26% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,434 | 250,000 | 4,867 CHF | 5,000 CHF | 99.06% | 99.06% |
11/07/2024 | 124.93% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,317 | 250,000 | 4,605 CHF | 4,972 CHF | 98.53% | 98.53% |
10/07/2024 | 119.70% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,713 | 250,000 | 5,012 CHF | 5,011 CHF | 95.51% | 95.51% |
09/07/2024 | 119.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,987 | 250,000 | 4,979 CHF | 5,002 CHF | 99.04% | 99.04% |
08/07/2024 | 116.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,673 | 250,000 | 5,450 CHF | 5,119 CHF | 99.24% | 99.24% |
05/07/2024 | 120.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,053 | 250,000 | 4,965 CHF | 5,000 CHF | 99.39% | 99.39% |
04/07/2024 | 133.21% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,406 | 250,000 | 3,986 CHF | 4,935 CHF | 99.39% | 99.39% |
03/07/2024 | 175.00% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,723 | 250,000 | 993 CHF | 3,750 CHF | 98.62% | 98.62% |
02/07/2024 | 175.00% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,509 | 250,000 | 993 CHF | 3,750 CHF | 99.05% | 99.05% |