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 | 993,428 | 250,000 | 14,901 CHF | 6,250 CHF | 99.39% | 99.39% |
12/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,962 | 250,000 | 14,789 CHF | 6,250 CHF | 99.07% | 99.07% |
11/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,353 | 250,000 | 14,810 CHF | 6,250 CHF | 98.07% | 98.07% |
10/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,755 | 250,000 | 14,921 CHF | 6,250 CHF | 95.50% | 95.50% |
09/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,071 | 250,000 | 14,926 CHF | 6,250 CHF | 99.05% | 99.05% |
08/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,679 | 250,000 | 14,935 CHF | 6,250 CHF | 99.24% | 99.24% |
05/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,988 | 250,000 | 14,910 CHF | 6,250 CHF | 99.39% | 99.39% |
04/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,384 | 250,000 | 14,916 CHF | 6,250 CHF | 99.39% | 99.39% |
03/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,875 | 250,000 | 14,908 CHF | 6,250 CHF | 98.64% | 98.64% |
02/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,458 | 250,000 | 14,902 CHF | 6,250 CHF | 99.06% | 99.06% |