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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 98.12% | 98.12% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 97.57% | 97.57% |
11/07/2024 | 39.43% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,503 CHF | 15,252 CHF | 98.92% | 98.92% |
10/07/2024 | 35.42% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,010 CHF | 17,005 CHF | 98.14% | 98.14% |
09/07/2024 | 63.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,061 CHF | 10,530 CHF | 98.31% | 98.31% |
08/07/2024 | 64.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,946 CHF | 10,473 CHF | 98.89% | 98.89% |
05/07/2024 | 64.96% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,638 CHF | 10,319 CHF | 98.26% | 98.26% |
04/07/2024 | 66.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,073 CHF | 10,036 CHF | 98.68% | 98.68% |
03/07/2024 | 63.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,790 CHF | 10,395 CHF | 98.75% | 98.75% |
02/07/2024 | - | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.18% |