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 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,000 | 250,000 | 14,910 CHF | 6,250 CHF | 99.38% | 99.38% |
12/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,198 | 250,000 | 14,808 CHF | 6,250 CHF | 99.08% | 99.08% |
11/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,778 | 250,000 | 14,817 CHF | 6,250 CHF | 98.17% | 98.17% |
10/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,256 | 250,000 | 14,929 CHF | 6,250 CHF | 95.49% | 95.49% |
09/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,595 | 250,000 | 14,934 CHF | 6,250 CHF | 99.06% | 99.06% |
08/07/2024 | 49.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,216 | 250,000 | 15,021 CHF | 6,269 CHF | 99.24% | 99.24% |
05/07/2024 | 47.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,237 | 250,000 | 16,216 CHF | 6,576 CHF | 96.24% | 96.24% |
04/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,904 | 250,000 | 14,924 CHF | 6,250 CHF | 99.39% | 99.39% |
03/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,430 | 250,000 | 14,917 CHF | 6,250 CHF | 98.64% | 98.64% |
02/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,912 | 250,000 | 14,909 CHF | 6,250 CHF | 99.07% | 99.07% |