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 | 30.27% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,274 | 250,000 | 28,018 CHF | 9,555 CHF | 99.39% | 99.39% |
12/07/2024 | 28.81% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 985,581 | 250,000 | 29,320 CHF | 9,938 CHF | 99.06% | 99.06% |
11/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,189 | 250,000 | 29,616 CHF | 10,000 CHF | 98.05% | 98.05% |
10/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,598 | 250,000 | 29,838 CHF | 10,000 CHF | 95.47% | 95.47% |
09/07/2024 | 28.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,872 | 250,000 | 29,878 CHF | 10,008 CHF | 99.05% | 99.05% |
08/07/2024 | 28.50% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,488 | 250,000 | 29,961 CHF | 10,024 CHF | 99.23% | 99.23% |
05/07/2024 | 32.54% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,815 | 250,000 | 25,678 CHF | 8,958 CHF | 99.39% | 99.39% |
04/07/2024 | 33.12% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,232 | 250,000 | 25,081 CHF | 8,806 CHF | 99.39% | 99.39% |
03/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,732 | 250,000 | 24,843 CHF | 8,750 CHF | 98.62% | 98.62% |
02/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,290 | 250,000 | 24,832 CHF | 8,750 CHF | 99.05% | 99.05% |