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 | 72.84% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,759 CHF | 9,379 CHF | 99.61% | 99.61% |
12/07/2024 | 71.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,967 CHF | 9,484 CHF | 96.66% | 96.66% |
11/07/2024 | 75.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,362 CHF | 9,181 CHF | 91.14% | 91.14% |
10/07/2024 | 99.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,089 CHF | 7,544 CHF | 99.60% | 99.60% |
09/07/2024 | 93.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,718 CHF | 7,859 CHF | 96.52% | 96.52% |
08/07/2024 | 98.93% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,119 CHF | 7,560 CHF | 99.56% | 99.56% |
05/07/2024 | 90.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,123 CHF | 8,061 CHF | 98.00% | 98.00% |
04/07/2024 | 82.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,185 CHF | 8,592 CHF | 99.58% | 99.58% |
03/07/2024 | 109.85% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,114 CHF | 7,057 CHF | 99.49% | 99.49% |
02/07/2024 | 94.41% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,663 CHF | 7,832 CHF | 97.46% | 97.46% |