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 | 47.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,940 CHF | 12,970 CHF | 99.49% | 99.49% |
12/07/2024 | 43.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,800 CHF | 13,900 CHF | 99.33% | 99.33% |
11/07/2024 | 56.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,639 CHF | 11,319 CHF | 99.39% | 99.39% |
10/07/2024 | 62.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,015 CHF | 10,507 CHF | 99.45% | 99.45% |
09/07/2024 | 66.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,020 CHF | 10,010 CHF | 86.49% | 86.49% |
08/07/2024 | 65.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,247 CHF | 10,123 CHF | 99.45% | 99.45% |
05/07/2024 | 61.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,343 CHF | 10,671 CHF | 99.36% | 99.36% |
04/07/2024 | 60.92% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,440 CHF | 10,720 CHF | 99.56% | 99.56% |
03/07/2024 | 62.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,973 CHF | 10,487 CHF | 99.49% | 99.49% |
02/07/2024 | 73.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,605 CHF | 9,303 CHF | 99.56% | 99.56% |