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 | 38.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,110 CHF | 15,555 CHF | 99.55% | 99.55% |
12/07/2024 | 39.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,349 CHF | 15,174 CHF | 99.39% | 99.39% |
11/07/2024 | 39.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,170 CHF | 15,085 CHF | 98.91% | 98.91% |
10/07/2024 | 39.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,389 CHF | 15,195 CHF | 99.15% | 99.15% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 98.49% | 98.49% |
08/07/2024 | 42.88% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,416 CHF | 14,208 CHF | 98.37% | 98.37% |
05/07/2024 | 40.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,965 CHF | 14,983 CHF | 93.80% | 93.80% |
04/07/2024 | 37.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,986 CHF | 15,993 CHF | 97.84% | 97.84% |
03/07/2024 | 39.54% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,328 CHF | 15,164 CHF | 98.66% | 98.66% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.46% | 99.46% |