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 | 42.54% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,661 CHF | 14,331 CHF | 97.20% | 97.20% |
12/07/2024 | 36.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,735 CHF | 16,368 CHF | 99.31% | 99.31% |
11/07/2024 | 46.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,667 CHF | 13,333 CHF | 98.91% | 98.91% |
10/07/2024 | 48.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,526 CHF | 12,763 CHF | 99.31% | 99.31% |
09/07/2024 | 52.05% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,244 CHF | 12,122 CHF | 98.96% | 98.96% |
08/07/2024 | 52.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,946 CHF | 11,973 CHF | 99.21% | 99.21% |
05/07/2024 | 49.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,246 CHF | 12,623 CHF | 99.33% | 99.33% |
04/07/2024 | 49.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,004 CHF | 12,502 CHF | 99.51% | 99.51% |
03/07/2024 | 46.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,555 CHF | 13,277 CHF | 97.76% | 97.76% |
02/07/2024 | 51.55% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,433 CHF | 12,216 CHF | 99.05% | 99.05% |