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 | 87.37% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,744 | 250,000 | 6,851 CHF | 4,224 CHF | 99.39% | 99.39% |
12/07/2024 | 66.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,679 | 250,000 | 9,920 CHF | 4,998 CHF | 99.07% | 99.07% |
11/07/2024 | 73.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,729 | 250,000 | 8,812 CHF | 4,730 CHF | 97.95% | 97.95% |
10/07/2024 | 81.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,014 | 250,000 | 7,656 CHF | 4,429 CHF | 95.48% | 95.48% |
09/07/2024 | 82.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,299 | 250,000 | 7,591 CHF | 4,405 CHF | 99.03% | 99.03% |
08/07/2024 | 70.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,003 | 250,000 | 9,433 CHF | 4,871 CHF | 99.24% | 99.24% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,309 | 250,000 | 9,933 CHF | 5,000 CHF | 99.39% | 99.39% |
04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,680 | 250,000 | 9,937 CHF | 5,000 CHF | 99.39% | 99.39% |
03/07/2024 | 69.77% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,059 | 250,000 | 9,466 CHF | 4,884 CHF | 98.62% | 98.62% |
02/07/2024 | 80.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,753 | 250,000 | 7,879 CHF | 4,488 CHF | 99.06% | 99.06% |