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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,742 | 250,000 | 9,927 CHF | 5,000 CHF | 99.39% | 99.39% |
12/07/2024 | 66.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,704 | 250,000 | 9,942 CHF | 5,004 CHF | 99.08% | 99.08% |
11/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,756 | 250,000 | 9,868 CHF | 5,000 CHF | 97.95% | 97.95% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,049 | 250,000 | 9,940 CHF | 5,000 CHF | 95.48% | 95.48% |
09/07/2024 | 65.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,324 | 250,000 | 10,272 CHF | 5,082 CHF | 99.03% | 99.03% |
08/07/2024 | 66.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,955 | 250,000 | 10,073 CHF | 5,031 CHF | 99.24% | 99.24% |
05/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,307 | 250,000 | 14,900 CHF | 6,250 CHF | 99.39% | 99.39% |
04/07/2024 | 57.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,678 | 250,000 | 12,668 CHF | 5,691 CHF | 99.39% | 99.39% |
03/07/2024 | 61.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,057 | 250,000 | 11,571 CHF | 5,410 CHF | 98.62% | 98.62% |
02/07/2024 | 66.37% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,749 | 250,000 | 10,018 CHF | 5,023 CHF | 99.06% | 99.06% |