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 | 72.61% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,784 CHF | 9,392 CHF | 96.52% | 96.52% |
12/07/2024 | 69.04% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,583 CHF | 9,791 CHF | 92.00% | 92.00% |
11/07/2024 | 77.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,895 CHF | 8,947 CHF | 98.45% | 98.45% |
10/07/2024 | 92.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,824 CHF | 7,912 CHF | 98.45% | 98.45% |
09/07/2024 | 101.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,839 CHF | 7,420 CHF | 97.90% | 97.90% |
08/07/2024 | 91.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,891 CHF | 7,946 CHF | 98.03% | 98.03% |
05/07/2024 | 90.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,113 CHF | 8,057 CHF | 99.06% | 99.06% |
04/07/2024 | 83.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,017 CHF | 8,508 CHF | 99.56% | 99.56% |
03/07/2024 | 98.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,148 CHF | 7,574 CHF | 97.72% | 97.72% |
02/07/2024 | 100.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,970 CHF | 7,485 CHF | 99.58% | 99.58% |