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 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.39% | 99.39% |
12/07/2024 | 49.89% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,054 CHF | 6,263 CHF | 99.07% | 99.07% |
11/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,941 | 250,000 | 14,789 CHF | 6,250 CHF | 97.79% | 97.79% |
10/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,164 | 250,000 | 14,898 CHF | 6,250 CHF | 95.48% | 95.48% |
09/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,454 | 250,000 | 14,902 CHF | 6,250 CHF | 99.05% | 99.05% |
08/07/2024 | 49.58% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,057 | 250,000 | 15,122 CHF | 6,303 CHF | 99.23% | 99.23% |
05/07/2024 | 40.35% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,635 | 250,000 | 19,680 CHF | 7,457 CHF | 99.39% | 99.39% |
04/07/2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,836 | 250,000 | 19,871 CHF | 7,504 CHF | 99.39% | 99.39% |
03/07/2024 | 39.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,364 CHF | 7,591 CHF | 98.61% | 98.61% |
02/07/2024 | 43.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,350 CHF | 7,088 CHF | 99.05% | 99.05% |