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 | 31.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,659 | 250,000 | 26,687 CHF | 9,218 CHF | 99.39% | 99.39% |
12/07/2024 | 28.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,589 | 250,000 | 30,583 CHF | 10,201 CHF | 99.08% | 99.08% |
11/07/2024 | 29.23% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 986,593 | 250,000 | 28,909 CHF | 9,828 CHF | 97.94% | 97.94% |
10/07/2024 | 32.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,938 | 250,000 | 26,015 CHF | 9,042 CHF | 95.46% | 95.46% |
09/07/2024 | 28.49% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,168 | 250,000 | 30,054 CHF | 10,057 CHF | 99.06% | 99.06% |
08/07/2024 | 25.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,862 | 250,000 | 33,505 CHF | 10,921 CHF | 99.23% | 99.23% |
05/07/2024 | 28.65% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,267 | 250,000 | 29,728 CHF | 9,983 CHF | 99.39% | 99.39% |
04/07/2024 | 38.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,610 | 250,000 | 20,930 CHF | 7,764 CHF | 99.39% | 99.39% |
03/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,926 | 250,000 | 14,894 CHF | 6,250 CHF | 98.63% | 98.63% |
02/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,698 | 250,000 | 14,891 CHF | 6,250 CHF | 99.05% | 99.05% |