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 | 56.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,654 CHF | 11,327 CHF | 99.65% | 99.65% |
12/07/2024 | 35.05% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,587 CHF | 16,794 CHF | 99.42% | 99.42% |
11/07/2024 | 40.39% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,945 CHF | 14,973 CHF | 99.43% | 99.43% |
10/07/2024 | 43.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,391 CHF | 14,196 CHF | 99.49% | 99.49% |
09/07/2024 | 109.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,123 CHF | 7,061 CHF | 97.27% | 97.27% |
08/07/2024 | 111.39% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,980 CHF | 6,990 CHF | 99.49% | 99.49% |
05/07/2024 | 114.60% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,769 CHF | 6,884 CHF | 99.42% | 99.42% |
04/07/2024 | 104.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,590 CHF | 7,295 CHF | 99.57% | 99.57% |
03/07/2024 | 98.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,123 CHF | 7,561 CHF | 99.46% | 99.46% |
02/07/2024 | 114.90% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,728 CHF | 6,864 CHF | 98.38% | 98.38% |