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 | 70.34% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,336 CHF | 9,668 CHF | 99.11% | 99.11% |
12/07/2024 | 63.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,862 CHF | 10,431 CHF | 98.91% | 98.91% |
11/07/2024 | 73.95% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,580 CHF | 9,290 CHF | 99.03% | 99.03% |
10/07/2024 | 75.76% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,381 CHF | 9,191 CHF | 99.13% | 99.13% |
09/07/2024 | - | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.13% |
08/07/2024 | 36.51% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,050 CHF | 16,525 CHF | 99.11% | 99.11% |
05/07/2024 | 28.92% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,695 CHF | 19,847 CHF | 98.83% | 98.83% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 98.80% | 98.80% |
03/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.07% | 99.07% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.16% | 99.16% |