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 | 80.00% | 0.03 CHF | 0.07 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 17,500 CHF | 99.38% | 99.38% |
12/07/2024 | 77.42% | 0.03 CHF | 0.07 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,773 CHF | 17,943 CHF | 99.06% | 99.06% |
11/07/2024 | 78.52% | 0.04 CHF | 0.08 CHF | 1,000,000 | 250,000 | 985,824 | 250,000 | 30,583 CHF | 17,755 CHF | 97.77% | 97.77% |
10/07/2024 | 78.42% | 0.03 CHF | 0.07 CHF | 1,000,000 | 250,000 | 992,967 | 250,000 | 30,874 CHF | 17,771 CHF | 95.49% | 95.49% |
09/07/2024 | 70.63% | 0.03 CHF | 0.07 CHF | 1,000,000 | 250,000 | 993,264 | 250,000 | 36,639 CHF | 19,227 CHF | 99.03% | 99.03% |
08/07/2024 | 64.59% | 0.04 CHF | 0.08 CHF | 1,000,000 | 250,000 | 993,873 | 250,000 | 41,781 CHF | 20,507 CHF | 99.22% | 99.22% |
05/07/2024 | 67.56% | 0.04 CHF | 0.08 CHF | 1,000,000 | 250,000 | 992,282 | 250,000 | 38,985 CHF | 19,824 CHF | 96.23% | 96.23% |
04/07/2024 | 95.94% | 0.02 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,648 | 250,000 | 21,681 CHF | 15,457 CHF | 99.39% | 99.39% |
03/07/2024 | 88.89% | 0.03 CHF | 0.07 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 16,250 CHF | 98.61% | 98.61% |
02/07/2024 | 100.00% | 0.02 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 15,000 CHF | 99.06% | 99.06% |