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 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,431 | 250,000 | 14,902 CHF | 6,250 CHF | 99.39% | 99.39% |
12/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,908 | 250,000 | 14,789 CHF | 6,250 CHF | 99.08% | 99.08% |
11/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,354 | 250,000 | 14,810 CHF | 6,250 CHF | 98.06% | 98.06% |
10/07/2024 | 41.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,708 | 250,000 | 19,230 CHF | 7,334 CHF | 95.49% | 95.49% |
09/07/2024 | 46.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,099 | 250,000 | 16,777 CHF | 6,713 CHF | 99.04% | 99.04% |
08/07/2024 | 40.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,680 | 250,000 | 19,904 CHF | 7,497 CHF | 99.24% | 99.24% |
05/07/2024 | 40.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,979 | 250,000 | 19,489 CHF | 7,402 CHF | 99.39% | 99.39% |
04/07/2024 | 43.39% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,386 | 250,000 | 18,194 CHF | 7,077 CHF | 99.39% | 99.39% |
03/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,903 | 250,000 | 14,909 CHF | 6,250 CHF | 98.64% | 98.64% |
02/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,458 | 250,000 | 14,902 CHF | 6,250 CHF | 99.06% | 99.06% |