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 | 68.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,564 CHF | 9,782 CHF | 97.93% | 97.93% |
12/07/2024 | 65.36% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,328 CHF | 10,164 CHF | 96.67% | 96.67% |
11/07/2024 | 76.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,105 CHF | 9,052 CHF | 92.27% | 92.27% |
10/07/2024 | 83.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,976 CHF | 8,488 CHF | 96.65% | 96.65% |
09/07/2024 | 90.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,031 CHF | 8,016 CHF | 97.64% | 97.64% |
08/07/2024 | 77.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,950 CHF | 8,975 CHF | 98.87% | 98.87% |
05/07/2024 | 94.65% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,622 CHF | 7,811 CHF | 96.76% | 96.76% |
04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.37% | 99.37% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 97.38% | 97.38% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 97.17% | 97.17% |