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 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,266 | 250,000 | 24,832 CHF | 8,750 CHF | 99.39% | 99.39% |
12/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 985,484 | 250,000 | 24,637 CHF | 8,750 CHF | 99.07% | 99.07% |
11/07/2024 | 32.74% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,181 | 250,000 | 25,307 CHF | 8,907 CHF | 98.05% | 98.05% |
10/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,586 | 250,000 | 24,865 CHF | 8,750 CHF | 95.46% | 95.46% |
09/07/2024 | 30.89% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,863 | 250,000 | 27,411 CHF | 9,391 CHF | 99.05% | 99.05% |
08/07/2024 | 29.24% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,480 | 250,000 | 29,159 CHF | 9,824 CHF | 99.23% | 99.23% |
05/07/2024 | 32.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,862 | 250,000 | 25,624 CHF | 8,944 CHF | 99.38% | 99.38% |
04/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,226 | 250,000 | 24,856 CHF | 8,750 CHF | 99.39% | 99.39% |
03/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,667 | 250,000 | 24,842 CHF | 8,750 CHF | 98.62% | 98.62% |
02/07/2024 | 33.47% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,283 | 250,000 | 24,733 CHF | 8,725 CHF | 99.07% | 99.07% |