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 | 70.96% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,131 CHF | 9,565 CHF | 97.66% | 97.66% |
12/07/2024 | 68.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,542 CHF | 9,771 CHF | 97.97% | 97.97% |
11/07/2024 | 67.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,870 CHF | 9,935 CHF | 98.95% | 98.95% |
10/07/2024 | 59.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,808 CHF | 10,904 CHF | 98.16% | 98.16% |
09/07/2024 | 94.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,661 CHF | 7,830 CHF | 98.39% | 98.39% |
08/07/2024 | 101.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,876 CHF | 7,438 CHF | 98.97% | 98.97% |
05/07/2024 | 96.04% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,475 CHF | 7,737 CHF | 98.22% | 98.22% |
04/07/2024 | 117.27% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,592 CHF | 6,796 CHF | 98.68% | 98.68% |
03/07/2024 | 109.13% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,197 CHF | 7,098 CHF | 98.77% | 98.77% |
02/07/2024 | 135.20% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,481 CHF | 6,240 CHF | 94.66% | 98.32% |