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 | 993,575 | 250,000 | 14,904 CHF | 6,250 CHF | 99.39% | 99.39% |
12/07/2024 | 48.32% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 986,210 | 250,000 | 15,596 CHF | 6,460 CHF | 99.08% | 99.08% |
11/07/2024 | 40.35% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,443 | 250,000 | 19,575 CHF | 7,456 CHF | 98.10% | 98.10% |
10/07/2024 | 44.71% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,800 | 250,000 | 17,568 CHF | 6,912 CHF | 95.49% | 95.49% |
09/07/2024 | 53.08% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,184 | 250,000 | 14,003 CHF | 6,019 CHF | 99.05% | 99.05% |
08/07/2024 | 52.06% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,842 | 250,000 | 14,320 CHF | 6,096 CHF | 99.22% | 99.22% |
05/07/2024 | 54.05% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,041 | 250,000 | 13,695 CHF | 5,946 CHF | 99.39% | 99.39% |
04/07/2024 | 59.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,503 | 250,000 | 11,977 CHF | 5,510 CHF | 99.39% | 99.39% |
03/07/2024 | 56.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,016 | 250,000 | 12,995 CHF | 5,766 CHF | 98.63% | 98.63% |
02/07/2024 | 55.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,602 | 250,000 | 13,359 CHF | 5,864 CHF | 99.05% | 99.05% |