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 | 993,749 | 250,000 | 9,937 CHF | 5,000 CHF | 99.39% | 99.39% |
12/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,735 | 250,000 | 9,867 CHF | 5,000 CHF | 99.06% | 99.06% |
11/07/2024 | 78.77% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,548 | 250,000 | 8,120 CHF | 4,546 CHF | 98.14% | 98.14% |
10/07/2024 | 85.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,969 | 250,000 | 7,625 CHF | 4,513 CHF | 95.48% | 95.48% |
09/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,381 | 250,000 | 4,977 CHF | 3,750 CHF | 99.06% | 99.06% |
08/07/2024 | 101.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,026 | 250,000 | 4,873 CHF | 3,750 CHF | 99.23% | 99.23% |
05/07/2024 | 122.47% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,212 | 250,000 | 3,575 CHF | 3,574 CHF | 99.39% | 99.39% |
04/07/2024 | 122.40% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,711 | 250,000 | 3,564 CHF | 3,571 CHF | 99.39% | 99.39% |
03/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,167 | 250,000 | 4,971 CHF | 3,750 CHF | 98.64% | 98.64% |
02/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,744 | 250,000 | 4,969 CHF | 3,750 CHF | 99.06% | 99.06% |