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 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.39% | 99.39% |
12/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.05% | 99.05% |
11/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 985,947 | 250,000 | 14,789 CHF | 6,250 CHF | 97.79% | 97.79% |
10/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,172 | 250,000 | 14,898 CHF | 6,250 CHF | 95.48% | 95.48% |
09/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,460 | 250,000 | 14,902 CHF | 6,250 CHF | 99.04% | 99.04% |
08/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,063 | 250,000 | 14,911 CHF | 6,250 CHF | 99.23% | 99.23% |
05/07/2024 | 41.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,601 | 250,000 | 19,296 CHF | 7,361 CHF | 99.39% | 99.39% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,851 | 250,000 | 19,857 CHF | 7,500 CHF | 99.39% | 99.39% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,290 | 250,000 | 19,846 CHF | 7,500 CHF | 98.63% | 98.63% |
02/07/2024 | 49.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,010 CHF | 6,253 CHF | 99.04% | 99.04% |