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 | 993,430 | 250,000 | 29,803 CHF | 10,000 CHF | 99.39% | 99.39% |
12/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 986,024 | 250,000 | 29,581 CHF | 10,000 CHF | 99.06% | 99.06% |
11/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 987,319 | 250,000 | 29,620 CHF | 10,000 CHF | 98.08% | 98.08% |
10/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,729 | 250,000 | 34,816 CHF | 11,250 CHF | 95.49% | 95.49% |
09/07/2024 | 25.48% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,100 | 250,000 | 34,168 CHF | 11,085 CHF | 99.05% | 99.05% |
08/07/2024 | 24.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,680 | 250,000 | 34,961 CHF | 11,278 CHF | 99.24% | 99.24% |
05/07/2024 | 24.94% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,980 | 250,000 | 34,892 CHF | 11,276 CHF | 99.39% | 99.39% |
04/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,386 | 250,000 | 34,804 CHF | 11,250 CHF | 99.39% | 99.39% |
03/07/2024 | 26.25% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,849 | 250,000 | 33,038 CHF | 10,813 CHF | 98.64% | 98.64% |
02/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,433 | 250,000 | 29,803 CHF | 10,000 CHF | 99.06% | 99.06% |