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 | 82.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,304 CHF | 8,652 CHF | 99.53% | 99.53% |
12/07/2024 | 52.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,092 CHF | 12,046 CHF | 99.50% | 99.50% |
11/07/2024 | 74.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,553 CHF | 9,276 CHF | 99.08% | 99.08% |
10/07/2024 | 99.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,083 CHF | 7,541 CHF | 99.59% | 99.59% |
09/07/2024 | 99.77% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,093 CHF | 7,546 CHF | 99.54% | 99.54% |
08/07/2024 | 78.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,037 CHF | 9,019 CHF | 99.56% | 99.56% |
05/07/2024 | 55.10% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,285 CHF | 11,643 CHF | 99.26% | 99.26% |
04/07/2024 | 52.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,979 CHF | 11,990 CHF | 99.55% | 99.55% |
03/07/2024 | 54.53% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,455 CHF | 11,728 CHF | 99.48% | 99.48% |
02/07/2024 | 74.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,537 CHF | 9,268 CHF | 99.57% | 99.57% |