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 | 34.32% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,968 CHF | 17,484 CHF | 99.58% | 99.58% |
12/07/2024 | 28.29% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,449 CHF | 20,224 CHF | 99.45% | 99.45% |
11/07/2024 | 33.54% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,845 CHF | 17,423 CHF | 99.13% | 99.13% |
10/07/2024 | 40.68% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,648 CHF | 14,824 CHF | 99.58% | 99.58% |
09/07/2024 | 39.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,033 CHF | 15,017 CHF | 99.59% | 99.59% |
08/07/2024 | 30.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,917 CHF | 18,959 CHF | 99.58% | 99.58% |
05/07/2024 | 28.02% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,874 CHF | 20,437 CHF | 99.30% | 99.30% |
04/07/2024 | 27.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,637 CHF | 20,818 CHF | 99.55% | 99.55% |
03/07/2024 | 26.83% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,747 CHF | 21,374 CHF | 99.56% | 99.56% |
02/07/2024 | 28.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,907 CHF | 19,954 CHF | 99.59% | 99.59% |