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 | 99.05% | 99.05% |
12/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,504 | 250,000 | 14,888 CHF | 6,250 CHF | 98.82% | 98.82% |
11/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,281 | 250,000 | 14,779 CHF | 6,250 CHF | 97.74% | 97.74% |
10/07/2024 | 52.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,693 | 250,000 | 14,042 CHF | 6,038 CHF | 95.12% | 95.12% |
09/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,181 | 250,000 | 14,898 CHF | 6,250 CHF | 98.69% | 98.69% |
08/07/2024 | 49.62% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 986,007 | 250,000 | 14,980 CHF | 6,297 CHF | 98.55% | 98.55% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,516 | 250,000 | 19,850 CHF | 7,500 CHF | 99.17% | 99.17% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,103 | 250,000 | 19,862 CHF | 7,500 CHF | 99.18% | 99.18% |
03/07/2024 | 39.58% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,526 | 250,000 | 20,166 CHF | 7,579 CHF | 98.45% | 98.45% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,578 | 250,000 | 19,852 CHF | 7,500 CHF | 98.82% | 98.82% |