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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.38% | 99.38% |
12/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.08% | 99.08% |
11/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,752 | 250,000 | 9,858 CHF | 5,000 CHF | 97.76% | 97.76% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,938 | 250,000 | 9,929 CHF | 5,000 CHF | 95.47% | 95.47% |
09/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,171 | 250,000 | 9,932 CHF | 5,000 CHF | 99.04% | 99.04% |
08/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,754 | 250,000 | 9,938 CHF | 5,000 CHF | 99.24% | 99.24% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,455 | 250,000 | 9,925 CHF | 5,000 CHF | 99.39% | 99.39% |
04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,550 | 250,000 | 9,926 CHF | 5,000 CHF | 99.39% | 99.39% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 98.63% | 98.63% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.07% | 99.07% |