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 | 993,435 | 250,000 | 9,934 CHF | 5,000 CHF | 99.39% | 99.39% |
12/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,991 | 250,000 | 9,860 CHF | 5,000 CHF | 99.07% | 99.07% |
11/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,372 | 250,000 | 9,874 CHF | 5,000 CHF | 98.06% | 98.06% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,708 | 250,000 | 9,947 CHF | 5,000 CHF | 95.49% | 95.49% |
09/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,131 | 250,000 | 9,951 CHF | 5,000 CHF | 99.04% | 99.04% |
08/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,737 | 250,000 | 9,957 CHF | 5,000 CHF | 99.23% | 99.23% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,009 | 250,000 | 9,940 CHF | 5,000 CHF | 99.38% | 99.38% |
04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,390 | 250,000 | 9,944 CHF | 5,000 CHF | 99.39% | 99.39% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,907 | 250,000 | 9,939 CHF | 5,000 CHF | 98.63% | 98.63% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,437 | 250,000 | 9,934 CHF | 5,000 CHF | 99.06% | 99.06% |