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 | 74.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,501 CHF | 9,251 CHF | 99.61% | 99.61% |
12/07/2024 | 46.35% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,623 CHF | 13,312 CHF | 96.15% | 96.15% |
11/07/2024 | 68.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,773 CHF | 9,887 CHF | 98.43% | 98.43% |
10/07/2024 | 86.53% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,615 CHF | 8,307 CHF | 99.59% | 99.59% |
09/07/2024 | 98.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,159 CHF | 7,579 CHF | 97.97% | 97.97% |
08/07/2024 | 116.56% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,609 CHF | 6,805 CHF | 99.12% | 99.12% |
05/07/2024 | 94.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,610 CHF | 7,805 CHF | 99.47% | 99.47% |
04/07/2024 | 84.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,905 CHF | 8,452 CHF | 99.34% | 99.34% |
03/07/2024 | 89.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,242 CHF | 8,121 CHF | 99.38% | 99.38% |
02/07/2024 | 124.81% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,015 CHF | 6,508 CHF | 99.60% | 99.60% |