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 | 49.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,049 CHF | 6,262 CHF | 99.39% | 99.39% |
12/07/2024 | 41.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,315 CHF | 7,329 CHF | 99.08% | 99.08% |
11/07/2024 | 47.66% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,777 | 250,000 | 15,959 CHF | 6,543 CHF | 97.76% | 97.76% |
10/07/2024 | 46.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,931 | 250,000 | 16,672 CHF | 6,703 CHF | 95.47% | 95.47% |
09/07/2024 | 42.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,146 | 250,000 | 18,597 CHF | 7,184 CHF | 99.04% | 99.04% |
08/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,834 | 250,000 | 19,877 CHF | 7,500 CHF | 99.23% | 99.23% |
05/07/2024 | 39.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,403 | 250,000 | 20,271 CHF | 7,606 CHF | 99.39% | 99.39% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,577 | 250,000 | 19,852 CHF | 7,500 CHF | 99.39% | 99.39% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 98.63% | 98.63% |
02/07/2024 | 44.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,846 CHF | 6,962 CHF | 99.06% | 99.06% |