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 | 25.19% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,524 | 250,000 | 34,545 CHF | 11,202 CHF | 99.39% | 99.39% |
12/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,404 | 250,000 | 34,734 CHF | 11,250 CHF | 99.09% | 99.09% |
11/07/2024 | 26.67% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 986,501 | 250,000 | 32,259 CHF | 10,666 CHF | 97.91% | 97.91% |
10/07/2024 | 26.51% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,788 | 250,000 | 32,674 CHF | 10,722 CHF | 95.50% | 95.50% |
09/07/2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,067 | 250,000 | 29,849 CHF | 10,007 CHF | 99.05% | 99.05% |
08/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,671 | 250,000 | 34,814 CHF | 11,250 CHF | 99.24% | 99.24% |
05/07/2024 | 23.44% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,066 | 250,000 | 37,558 CHF | 11,950 CHF | 99.39% | 99.39% |
04/07/2024 | 24.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,481 | 250,000 | 34,873 CHF | 11,275 CHF | 99.39% | 99.39% |
03/07/2024 | 24.91% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,808 | 250,000 | 34,913 CHF | 11,291 CHF | 98.64% | 98.64% |
02/07/2024 | 26.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,532 | 250,000 | 33,024 CHF | 10,821 CHF | 99.07% | 99.07% |