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 | 32.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,347 CHF | 18,174 CHF | 99.46% | 99.46% |
12/07/2024 | 21.75% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,159 CHF | 25,580 CHF | 99.66% | 99.66% |
11/07/2024 | 22.01% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,561 CHF | 25,280 CHF | 99.45% | 99.45% |
10/07/2024 | 25.50% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 34,833 CHF | 22,417 CHF | 99.48% | 99.48% |
09/07/2024 | 57.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,376 CHF | 11,188 CHF | 97.30% | 97.30% |
08/07/2024 | 58.65% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,058 CHF | 11,029 CHF | 99.44% | 99.44% |
05/07/2024 | 57.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,467 CHF | 11,234 CHF | 99.46% | 99.46% |
04/07/2024 | 52.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,000 CHF | 12,000 CHF | 99.58% | 99.58% |
03/07/2024 | 53.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,584 CHF | 11,792 CHF | 99.38% | 99.38% |
02/07/2024 | 64.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,476 CHF | 10,238 CHF | 98.41% | 98.41% |