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 | 66.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,434 | 250,000 | 10,087 CHF | 5,038 CHF | 99.39% | 99.39% |
12/07/2024 | 50.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 986,001 | 250,000 | 14,506 CHF | 6,179 CHF | 99.06% | 99.06% |
11/07/2024 | 54.27% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,297 | 250,000 | 13,658 CHF | 5,930 CHF | 98.68% | 98.68% |
10/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,734 | 250,000 | 14,921 CHF | 6,250 CHF | 95.48% | 95.48% |
09/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,129 | 250,000 | 14,927 CHF | 6,250 CHF | 99.03% | 99.03% |
08/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,736 | 250,000 | 14,936 CHF | 6,250 CHF | 99.23% | 99.23% |
05/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,956 | 250,000 | 14,909 CHF | 6,250 CHF | 99.39% | 99.39% |
04/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,388 | 250,000 | 14,916 CHF | 6,250 CHF | 99.39% | 99.39% |
03/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,879 | 250,000 | 14,908 CHF | 6,250 CHF | 98.64% | 98.64% |
02/07/2024 | 51.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,462 | 250,000 | 14,424 CHF | 6,131 CHF | 99.06% | 99.06% |