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 | 82.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,202 CHF | 8,601 CHF | 99.42% | 99.42% |
12/07/2024 | 39.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,378 CHF | 15,189 CHF | 99.36% | 99.36% |
11/07/2024 | 52.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,486 CHF | 12,243 CHF | 99.45% | 99.45% |
10/07/2024 | 56.10% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,955 CHF | 11,477 CHF | 99.48% | 99.48% |
09/07/2024 | 153.74% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,570 CHF | 5,785 CHF | 97.27% | 97.27% |
08/07/2024 | 165.66% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,042 CHF | 5,521 CHF | 99.44% | 99.44% |
05/07/2024 | 144.03% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,952 CHF | 5,976 CHF | 99.49% | 99.49% |
04/07/2024 | 125.00% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,000 CHF | 6,500 CHF | 99.58% | 99.58% |
03/07/2024 | 125.54% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,970 CHF | 6,485 CHF | 99.37% | 99.37% |
02/07/2024 | 166.02% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027 CHF | 5,514 CHF | 98.40% | 98.40% |