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 | 65.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,413 CHF | 10,207 CHF | 94.35% | 94.35% |
12/07/2024 | 64.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,789 CHF | 10,395 CHF | 84.69% | 84.69% |
11/07/2024 | 55.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,146 CHF | 11,573 CHF | 98.91% | 98.91% |
10/07/2024 | 45.69% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,929 CHF | 13,464 CHF | 97.65% | 97.65% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 98.45% | 98.45% |
08/07/2024 | 39.89% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,097 CHF | 15,048 CHF | 98.83% | 98.83% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 90.69% | 90.69% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,002 CHF | 15,001 CHF | 98.13% | 98.13% |
03/07/2024 | 42.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,906 CHF | 14,453 CHF | 99.22% | 99.22% |
02/07/2024 | 57.85% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,306 CHF | 11,153 CHF | 96.41% | 96.41% |