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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,436 | 250,000 | 19,869 CHF | 7,500 CHF | 99.39% | 99.39% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 986,038 | 250,000 | 19,721 CHF | 7,500 CHF | 99.06% | 99.06% |
11/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,340 | 250,000 | 19,747 CHF | 7,500 CHF | 98.07% | 98.07% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,736 | 250,000 | 19,895 CHF | 7,500 CHF | 95.49% | 95.49% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,131 | 250,000 | 19,903 CHF | 7,500 CHF | 99.05% | 99.05% |
08/07/2024 | 39.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,737 | 250,000 | 19,960 CHF | 7,511 CHF | 99.22% | 99.22% |
05/07/2024 | 39.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,984 | 250,000 | 19,911 CHF | 7,508 CHF | 99.39% | 99.39% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,391 | 250,000 | 19,888 CHF | 7,500 CHF | 99.39% | 99.39% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,855 | 250,000 | 19,877 CHF | 7,500 CHF | 98.64% | 98.64% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,437 | 250,000 | 19,869 CHF | 7,500 CHF | 99.06% | 99.06% |