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 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,272 | 250,000 | 34,765 CHF | 11,250 CHF | 99.39% | 99.39% |
12/07/2024 | 24.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 985,580 | 250,000 | 34,606 CHF | 11,278 CHF | 99.06% | 99.06% |
11/07/2024 | 23.31% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 987,238 | 250,000 | 37,582 CHF | 12,011 CHF | 98.03% | 98.03% |
10/07/2024 | 23.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,548 | 250,000 | 37,920 CHF | 12,035 CHF | 95.46% | 95.46% |
09/07/2024 | 23.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,872 | 250,000 | 38,224 CHF | 12,107 CHF | 99.05% | 99.05% |
08/07/2024 | 22.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,487 | 250,000 | 40,035 CHF | 12,554 CHF | 99.24% | 99.24% |
05/07/2024 | 24.57% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,843 | 250,000 | 35,562 CHF | 11,444 CHF | 99.39% | 99.39% |
04/07/2024 | 26.98% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,232 | 250,000 | 32,026 CHF | 10,557 CHF | 99.39% | 99.39% |
03/07/2024 | 30.47% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,650 | 250,000 | 27,849 CHF | 9,502 CHF | 98.62% | 98.62% |
02/07/2024 | 28.88% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,295 | 250,000 | 29,478 CHF | 9,920 CHF | 99.05% | 99.05% |