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 | 52.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,190 CHF | 12,095 CHF | 99.52% | 99.52% |
12/07/2024 | 50.43% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,850 CHF | 12,425 CHF | 99.42% | 99.42% |
11/07/2024 | 57.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,592 CHF | 11,296 CHF | 98.83% | 98.83% |
10/07/2024 | 55.61% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,990 CHF | 11,495 CHF | 99.16% | 99.16% |
09/07/2024 | 59.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,948 CHF | 10,974 CHF | 98.49% | 98.49% |
08/07/2024 | 56.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,630 CHF | 11,315 CHF | 98.38% | 98.38% |
05/07/2024 | 54.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,369 CHF | 11,684 CHF | 93.68% | 93.68% |
04/07/2024 | 52.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,145 CHF | 12,073 CHF | 97.85% | 97.85% |
03/07/2024 | 50.85% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,746 CHF | 12,373 CHF | 98.53% | 98.53% |
02/07/2024 | 58.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,993 CHF | 10,996 CHF | 99.47% | 99.47% |