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 | 74.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,580 CHF | 9,290 CHF | 99.54% | 99.54% |
12/07/2024 | 70.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,300 CHF | 9,650 CHF | 99.51% | 99.51% |
11/07/2024 | 83.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,961 CHF | 8,481 CHF | 99.26% | 99.26% |
10/07/2024 | 93.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,704 CHF | 7,852 CHF | 99.50% | 99.50% |
09/07/2024 | 101.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,845 CHF | 7,423 CHF | 86.62% | 86.62% |
08/07/2024 | 99.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,023 CHF | 7,511 CHF | 99.44% | 99.44% |
05/07/2024 | 96.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,451 CHF | 7,725 CHF | 99.46% | 99.46% |
04/07/2024 | 95.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,508 CHF | 7,754 CHF | 99.56% | 99.56% |
03/07/2024 | 92.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,853 CHF | 7,927 CHF | 99.49% | 99.49% |
02/07/2024 | 111.71% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,959 CHF | 6,979 CHF | 99.55% | 99.55% |