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 | 114.29% | 0.02 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 13,750 CHF | 99.39% | 99.39% |
12/07/2024 | 100.00% | 0.02 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 15,000 CHF | 99.06% | 99.06% |
11/07/2024 | 100.11% | 0.02 CHF | 0.06 CHF | 1,000,000 | 250,000 | 985,799 | 250,000 | 19,677 CHF | 14,990 CHF | 97.77% | 97.77% |
10/07/2024 | 100.01% | 0.02 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,967 | 250,000 | 19,856 CHF | 14,999 CHF | 95.48% | 95.48% |
09/07/2024 | 100.02% | 0.02 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,264 | 250,000 | 19,860 CHF | 14,999 CHF | 99.03% | 99.03% |
08/07/2024 | 96.37% | 0.02 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,906 | 250,000 | 21,514 CHF | 15,409 CHF | 99.22% | 99.22% |
05/07/2024 | 99.78% | 0.02 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,253 | 250,000 | 19,943 CHF | 15,025 CHF | 96.23% | 96.23% |
04/07/2024 | 114.29% | 0.02 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,624 | 250,000 | 14,889 CHF | 13,750 CHF | 99.39% | 99.39% |
03/07/2024 | 114.29% | 0.02 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 13,750 CHF | 98.63% | 98.63% |
02/07/2024 | 114.29% | 0.02 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 13,750 CHF | 99.05% | 99.05% |