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 | 89.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,207 CHF | 8,103 CHF | 98.72% | 98.72% |
12/07/2024 | 61.29% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,333 CHF | 10,667 CHF | 95.77% | 95.77% |
11/07/2024 | 72.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,003 CHF | 9,502 CHF | 98.91% | 98.91% |
10/07/2024 | 79.65% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,580 CHF | 8,790 CHF | 98.76% | 98.76% |
09/07/2024 | 81.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,279 CHF | 8,639 CHF | 99.04% | 99.04% |
08/07/2024 | 75.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,229 CHF | 9,115 CHF | 96.83% | 96.83% |
05/07/2024 | 67.29% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,895 CHF | 9,948 CHF | 96.03% | 96.03% |
04/07/2024 | 76.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,125 CHF | 9,062 CHF | 95.92% | 95.92% |
03/07/2024 | 86.35% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,617 CHF | 8,308 CHF | 96.99% | 96.99% |
02/07/2024 | 78.53% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,753 CHF | 8,877 CHF | 98.67% | 98.67% |