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 | 56.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,828 CHF | 11,414 CHF | 99.56% | 99.56% |
12/07/2024 | 44.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,515 CHF | 13,758 CHF | 99.44% | 99.44% |
11/07/2024 | 54.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,514 CHF | 11,757 CHF | 99.13% | 99.13% |
10/07/2024 | 64.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,453 CHF | 10,226 CHF | 99.56% | 99.56% |
09/07/2024 | 64.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,519 CHF | 10,259 CHF | 99.59% | 99.59% |
08/07/2024 | 53.37% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,830 CHF | 11,915 CHF | 99.58% | 99.58% |
05/07/2024 | 44.25% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,657 CHF | 13,828 CHF | 99.33% | 99.33% |
04/07/2024 | 42.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,291 CHF | 14,146 CHF | 99.54% | 99.54% |
03/07/2024 | 43.58% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,006 CHF | 14,003 CHF | 99.48% | 99.48% |
02/07/2024 | 52.23% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,178 CHF | 12,089 CHF | 99.60% | 99.60% |