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 | 33.64% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,264 | 250,000 | 24,605 CHF | 8,693 CHF | 99.39% | 99.39% |
12/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 985,534 | 250,000 | 24,638 CHF | 8,750 CHF | 99.07% | 99.07% |
11/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,217 | 250,000 | 24,680 CHF | 8,750 CHF | 98.03% | 98.03% |
10/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,531 | 250,000 | 24,863 CHF | 8,750 CHF | 95.49% | 95.49% |
09/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,862 | 250,000 | 24,872 CHF | 8,750 CHF | 99.06% | 99.06% |
08/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,478 | 250,000 | 24,887 CHF | 8,750 CHF | 99.23% | 99.23% |
05/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,860 | 250,000 | 24,847 CHF | 8,750 CHF | 99.38% | 99.38% |
04/07/2024 | 35.23% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,224 | 250,000 | 23,435 CHF | 8,395 CHF | 99.39% | 99.39% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,720 | 250,000 | 19,874 CHF | 7,500 CHF | 98.61% | 98.61% |
02/07/2024 | 35.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,333 | 250,000 | 22,947 CHF | 8,278 CHF | 99.05% | 99.05% |