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 | 994,000 | 250,000 | 19,880 CHF | 7,500 CHF | 99.38% | 99.38% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,236 | 250,000 | 19,745 CHF | 7,500 CHF | 99.07% | 99.07% |
11/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,785 | 250,000 | 19,756 CHF | 7,500 CHF | 98.17% | 98.17% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,202 | 250,000 | 19,904 CHF | 7,500 CHF | 95.49% | 95.49% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,595 | 250,000 | 19,912 CHF | 7,500 CHF | 99.05% | 99.05% |
08/07/2024 | 39.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,230 | 250,000 | 19,970 CHF | 7,511 CHF | 99.24% | 99.24% |
05/07/2024 | 37.71% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,248 | 250,000 | 21,605 CHF | 7,930 CHF | 96.24% | 96.24% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,905 | 250,000 | 19,898 CHF | 7,500 CHF | 99.39% | 99.39% |
03/07/2024 | 47.68% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,429 | 250,000 | 16,078 CHF | 6,540 CHF | 98.64% | 98.64% |
02/07/2024 | 49.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,939 | 250,000 | 14,918 CHF | 6,252 CHF | 99.07% | 99.07% |