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 | 40.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,774 | 250,000 | 19,804 CHF | 7,487 CHF | 99.39% | 99.39% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,734 | 250,000 | 19,855 CHF | 7,500 CHF | 99.06% | 99.06% |
11/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 986,784 | 250,000 | 19,736 CHF | 7,500 CHF | 97.94% | 97.94% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,017 | 250,000 | 19,880 CHF | 7,500 CHF | 95.49% | 95.49% |
09/07/2024 | 39.65% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,303 | 250,000 | 20,150 CHF | 7,566 CHF | 99.05% | 99.05% |
08/07/2024 | 37.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,987 | 250,000 | 21,876 CHF | 7,994 CHF | 99.24% | 99.24% |
05/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,312 | 250,000 | 24,833 CHF | 8,750 CHF | 99.39% | 99.39% |
04/07/2024 | 35.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,739 | 250,000 | 23,032 CHF | 8,292 CHF | 99.39% | 99.39% |
03/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,114 | 250,000 | 24,828 CHF | 8,750 CHF | 98.61% | 98.61% |
02/07/2024 | 37.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,756 | 250,000 | 21,680 CHF | 7,956 CHF | 99.06% | 99.06% |