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 | 40.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,824 CHF | 14,912 CHF | 99.65% | 99.65% |
12/07/2024 | 28.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,208 CHF | 20,104 CHF | 99.66% | 99.66% |
11/07/2024 | 28.43% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,221 CHF | 20,111 CHF | 99.44% | 99.44% |
10/07/2024 | 32.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,609 CHF | 17,805 CHF | 99.50% | 99.50% |
09/07/2024 | 81.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,371 CHF | 8,686 CHF | 97.27% | 97.27% |
08/07/2024 | 78.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,703 CHF | 8,852 CHF | 99.46% | 99.46% |
05/07/2024 | 81.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,323 CHF | 8,661 CHF | 99.48% | 99.48% |
04/07/2024 | 75.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,204 CHF | 9,102 CHF | 99.58% | 99.58% |
03/07/2024 | 71.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,066 CHF | 9,533 CHF | 99.39% | 99.39% |
02/07/2024 | 85.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,676 CHF | 8,338 CHF | 98.41% | 98.41% |