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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.39% | 99.39% |
12/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.06% | 99.06% |
11/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,945 | 250,000 | 4,930 CHF | 3,750 CHF | 97.79% | 97.79% |
10/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,165 | 250,000 | 4,966 CHF | 3,750 CHF | 95.45% | 95.45% |
09/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,454 | 250,000 | 4,967 CHF | 3,750 CHF | 99.04% | 99.04% |
08/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,111 | 250,000 | 4,971 CHF | 3,750 CHF | 99.23% | 99.23% |
05/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,626 | 250,000 | 4,963 CHF | 3,750 CHF | 99.39% | 99.39% |
04/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,812 | 250,000 | 4,964 CHF | 3,750 CHF | 99.39% | 99.39% |
03/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 98.61% | 98.61% |
02/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.04% | 99.04% |