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 | 40.12% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,941 CHF | 7,485 CHF | 99.39% | 99.39% |
12/07/2024 | 43.17% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,415 CHF | 7,104 CHF | 99.06% | 99.06% |
11/07/2024 | 42.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,771 | 250,000 | 18,653 CHF | 7,194 CHF | 98.71% | 98.71% |
10/07/2024 | 45.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,149 | 250,000 | 17,030 CHF | 6,792 CHF | 95.44% | 95.44% |
09/07/2024 | 45.43% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,351 | 250,000 | 17,152 CHF | 6,821 CHF | 99.06% | 99.06% |
08/07/2024 | 42.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,040 | 250,000 | 18,873 CHF | 7,248 CHF | 99.23% | 99.23% |
05/07/2024 | 41.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,584 | 250,000 | 19,058 CHF | 7,302 CHF | 99.39% | 99.39% |
04/07/2024 | 43.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,798 | 250,000 | 18,094 CHF | 7,060 CHF | 99.39% | 99.39% |
03/07/2024 | 42.27% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,865 CHF | 7,216 CHF | 98.62% | 98.62% |
02/07/2024 | 47.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,205 CHF | 6,551 CHF | 99.06% | 99.06% |