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 | 19.73% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,436 | 293,427 | 45,455 CHF | 16,487 CHF | 99.39% | 99.39% |
12/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 985,841 | 250,000 | 44,363 CHF | 13,750 CHF | 99.09% | 99.09% |
11/07/2024 | 19.99% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 987,347 | 250,000 | 44,469 CHF | 13,760 CHF | 98.07% | 98.07% |
10/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,763 | 250,000 | 39,791 CHF | 12,500 CHF | 95.47% | 95.47% |
09/07/2024 | 22.25% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,080 | 250,000 | 39,809 CHF | 12,502 CHF | 99.05% | 99.05% |
08/07/2024 | 22.41% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,713 | 250,000 | 39,496 CHF | 12,417 CHF | 99.24% | 99.24% |
05/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,968 | 250,000 | 39,759 CHF | 12,500 CHF | 99.39% | 99.39% |
04/07/2024 | 22.18% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,391 | 250,000 | 39,860 CHF | 12,521 CHF | 99.39% | 99.39% |
03/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,909 | 250,000 | 44,726 CHF | 13,750 CHF | 98.64% | 98.64% |
02/07/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 993,465 | 250,000 | 44,706 CHF | 13,750 CHF | 99.05% | 99.05% |