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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 73.14% | 99.03% |
12/07/2024 | 66.22% | 0.01 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,168 CHF | 10,084 CHF | 79.71% | 98.66% |
11/07/2024 | 33.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,837 CHF | 17,918 CHF | 97.73% | 97.73% |
10/07/2024 | 30.07% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,686 CHF | 19,343 CHF | 99.13% | 99.13% |
09/07/2024 | 29.88% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,915 CHF | 19,457 CHF | 99.19% | 99.19% |
08/07/2024 | 33.98% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,271 CHF | 17,636 CHF | 99.13% | 99.13% |
05/07/2024 | 28.91% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,706 CHF | 19,853 CHF | 99.15% | 99.15% |
04/07/2024 | 28.73% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,861 CHF | 19,931 CHF | 99.38% | 99.38% |
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 | 98.89% | 98.89% |
02/07/2024 | 34.93% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,435 CHF | 17,217 CHF | 98.95% | 98.95% |