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 | 81.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,295 CHF | 8,648 CHF | 99.52% | 99.52% |
12/07/2024 | 79.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,576 CHF | 8,788 CHF | 99.47% | 99.47% |
11/07/2024 | 88.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,383 CHF | 8,191 CHF | 98.74% | 98.74% |
10/07/2024 | 90.10% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,111 CHF | 8,055 CHF | 99.19% | 99.19% |
09/07/2024 | 97.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,276 CHF | 7,638 CHF | 98.42% | 98.42% |
08/07/2024 | 90.49% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,058 CHF | 8,029 CHF | 98.56% | 98.56% |
05/07/2024 | 87.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,492 CHF | 8,246 CHF | 93.67% | 93.67% |
04/07/2024 | 83.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,984 CHF | 8,492 CHF | 97.85% | 97.85% |
03/07/2024 | 79.05% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,722 CHF | 8,861 CHF | 98.52% | 98.52% |
02/07/2024 | 91.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,976 CHF | 7,988 CHF | 99.46% | 99.46% |