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 | 66.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,251 CHF | 10,125 CHF | 99.17% | 99.17% |
12/07/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,820 CHF | 14,910 CHF | 99.17% | 99.17% |
11/07/2024 | 52.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,302 CHF | 12,651 CHF | 99.17% | 99.17% |
10/07/2024 | 42.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,878 | 19,207 CHF | 14,600 CHF | 99.17% | 99.17% |
09/07/2024 | 62.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,693 CHF | 10,846 CHF | 99.16% | 99.16% |
08/07/2024 | 39.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,028 CHF | 15,014 CHF | 99.16% | 99.16% |
05/07/2024 | 21.55% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,937 CHF | 25,969 CHF | 99.15% | 99.15% |
04/07/2024 | 22.78% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,999 | 39,148 CHF | 24,574 CHF | 99.17% | 99.17% |
03/07/2024 | 22.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,974 CHF | 24,987 CHF | 99.15% | 99.15% |
02/07/2024 | 36.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,980 CHF | 16,490 CHF | 99.16% | 99.16% |