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 | 46.55% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,521 CHF | 13,260 CHF | 99.57% | 99.57% |
12/07/2024 | 45.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,027 CHF | 13,513 CHF | 96.40% | 96.40% |
11/07/2024 | 48.80% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,741 CHF | 12,871 CHF | 91.14% | 91.14% |
10/07/2024 | 65.13% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,398 CHF | 10,199 CHF | 99.60% | 99.60% |
09/07/2024 | 64.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,619 CHF | 10,310 CHF | 96.48% | 96.48% |
08/07/2024 | 64.31% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,566 CHF | 10,283 CHF | 99.56% | 99.56% |
05/07/2024 | 63.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,808 CHF | 10,404 CHF | 98.04% | 98.04% |
04/07/2024 | 58.96% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,983 CHF | 10,991 CHF | 99.57% | 99.57% |
03/07/2024 | 70.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,145 CHF | 9,573 CHF | 99.52% | 99.52% |
02/07/2024 | 59.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,823 CHF | 10,912 CHF | 97.49% | 97.49% |