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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,269 | 250,000 | 19,865 CHF | 7,500 CHF | 99.39% | 99.39% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,625 | 250,000 | 19,713 CHF | 7,500 CHF | 99.06% | 99.06% |
11/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,184 | 250,000 | 19,744 CHF | 7,500 CHF | 98.04% | 98.04% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,589 | 250,000 | 19,892 CHF | 7,500 CHF | 95.48% | 95.48% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,866 | 250,000 | 19,897 CHF | 7,500 CHF | 99.05% | 99.05% |
08/07/2024 | 39.62% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,483 | 250,000 | 20,198 CHF | 7,572 CHF | 99.23% | 99.23% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,785 | 250,000 | 19,876 CHF | 7,500 CHF | 99.39% | 99.39% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,228 | 250,000 | 19,885 CHF | 7,500 CHF | 99.39% | 99.39% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,646 | 250,000 | 19,873 CHF | 7,500 CHF | 98.64% | 98.64% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,259 | 250,000 | 19,865 CHF | 7,500 CHF | 99.06% | 99.06% |