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 | 50.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,776 | 250,000 | 14,616 CHF | 6,177 CHF | 99.39% | 99.39% |
12/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 986,641 | 250,000 | 14,800 CHF | 6,250 CHF | 99.07% | 99.07% |
11/07/2024 | 61.48% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,552 | 250,000 | 11,433 CHF | 5,389 CHF | 98.14% | 98.14% |
10/07/2024 | 61.34% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,974 | 250,000 | 11,521 CHF | 5,399 CHF | 95.48% | 95.48% |
09/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,385 | 250,000 | 9,954 CHF | 5,000 CHF | 99.05% | 99.05% |
08/07/2024 | 65.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,056 | 250,000 | 10,219 CHF | 5,065 CHF | 99.22% | 99.22% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,802 | 250,000 | 9,898 CHF | 5,000 CHF | 92.94% | 92.94% |
04/07/2024 | 71.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,710 | 250,000 | 9,178 CHF | 4,808 CHF | 99.23% | 99.23% |
03/07/2024 | 62.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,174 | 250,000 | 11,172 CHF | 5,314 CHF | 98.64% | 98.64% |
02/07/2024 | 65.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,720 | 250,000 | 10,199 CHF | 5,066 CHF | 99.07% | 99.07% |