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 | 35.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,515 CHF | 16,757 CHF | 97.07% | 97.07% |
12/07/2024 | 24.95% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,701 CHF | 22,851 CHF | 96.56% | 96.56% |
11/07/2024 | 28.55% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,084 CHF | 20,042 CHF | 97.65% | 97.65% |
10/07/2024 | 36.81% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,787 CHF | 16,394 CHF | 98.71% | 98.71% |
09/07/2024 | 42.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,114 CHF | 14,557 CHF | 98.60% | 98.60% |
08/07/2024 | 42.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,176 CHF | 14,588 CHF | 94.88% | 94.88% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 95.09% | 95.09% |
04/07/2024 | 39.93% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,059 CHF | 15,029 CHF | 95.45% | 95.45% |
03/07/2024 | 32.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,339 CHF | 18,170 CHF | 96.86% | 96.86% |
02/07/2024 | 39.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,147 CHF | 15,074 CHF | 98.26% | 98.26% |