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 | 50.12% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,965 CHF | 6,241 CHF | 99.05% | 99.05% |
12/07/2024 | 54.86% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,535 | 250,000 | 13,468 CHF | 5,886 CHF | 98.81% | 98.81% |
11/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,219 | 250,000 | 14,778 CHF | 6,250 CHF | 97.71% | 97.71% |
10/07/2024 | 53.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,723 | 250,000 | 13,806 CHF | 5,979 CHF | 95.10% | 95.10% |
09/07/2024 | 44.93% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,209 | 250,000 | 17,433 CHF | 6,884 CHF | 98.67% | 98.67% |
08/07/2024 | 39.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,797 | 250,000 | 19,944 CHF | 7,517 CHF | 98.58% | 98.58% |
05/07/2024 | 42.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,513 | 250,000 | 18,711 CHF | 7,215 CHF | 99.17% | 99.17% |
04/07/2024 | 49.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,111 | 250,000 | 15,213 CHF | 6,329 CHF | 99.18% | 99.18% |
03/07/2024 | 39.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,644 | 250,000 | 19,892 CHF | 7,510 CHF | 98.43% | 98.43% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,591 | 250,000 | 19,852 CHF | 7,500 CHF | 98.80% | 98.80% |