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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,428 | 250,000 | 19,869 CHF | 7,500 CHF | 99.39% | 99.39% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,943 | 250,000 | 19,719 CHF | 7,500 CHF | 99.07% | 99.07% |
11/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,347 | 250,000 | 19,747 CHF | 7,500 CHF | 98.07% | 98.07% |
10/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,735 | 250,000 | 24,868 CHF | 8,750 CHF | 95.50% | 95.50% |
09/07/2024 | 34.35% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,096 | 250,000 | 24,113 CHF | 8,559 CHF | 99.03% | 99.03% |
08/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,689 | 250,000 | 24,892 CHF | 8,750 CHF | 99.23% | 99.23% |
05/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,950 | 250,000 | 24,849 CHF | 8,750 CHF | 99.39% | 99.39% |
04/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,383 | 250,000 | 24,859 CHF | 8,750 CHF | 99.39% | 99.39% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,871 | 250,000 | 19,877 CHF | 7,500 CHF | 98.64% | 98.64% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,404 | 250,000 | 19,868 CHF | 7,500 CHF | 99.06% | 99.06% |