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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,626 | 250,000 | 29,809 CHF | 10,000 CHF | 99.38% | 99.38% |
12/07/2024 | 27.80% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 986,209 | 250,000 | 30,625 CHF | 10,269 CHF | 99.08% | 99.08% |
11/07/2024 | 25.47% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,413 | 250,000 | 33,898 CHF | 11,085 CHF | 98.09% | 98.09% |
10/07/2024 | 26.75% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,851 | 250,000 | 32,410 CHF | 10,641 CHF | 95.48% | 95.48% |
09/07/2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,181 | 250,000 | 24,873 CHF | 8,748 CHF | 99.05% | 99.05% |
08/07/2024 | 32.60% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,813 | 250,000 | 25,923 CHF | 9,007 CHF | 99.22% | 99.22% |
05/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,065 | 250,000 | 24,852 CHF | 8,750 CHF | 99.39% | 99.39% |
04/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,501 | 250,000 | 24,863 CHF | 8,750 CHF | 99.39% | 99.39% |
03/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,959 | 250,000 | 24,849 CHF | 8,750 CHF | 98.64% | 98.64% |
02/07/2024 | 33.21% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,548 | 250,000 | 24,972 CHF | 8,783 CHF | 99.06% | 99.06% |