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 | 69.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,474 CHF | 9,737 CHF | 99.51% | 99.51% |
12/07/2024 | 64.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,541 CHF | 10,271 CHF | 99.49% | 99.49% |
11/07/2024 | 94.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,642 CHF | 7,821 CHF | 99.27% | 99.27% |
10/07/2024 | 99.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,035 CHF | 7,518 CHF | 99.39% | 99.39% |
09/07/2024 | 109.78% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,127 CHF | 7,064 CHF | 86.57% | 86.57% |
08/07/2024 | 110.14% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,088 CHF | 7,044 CHF | 99.45% | 99.45% |
05/07/2024 | 101.75% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,883 CHF | 7,442 CHF | 99.46% | 99.46% |
04/07/2024 | 99.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,075 CHF | 7,538 CHF | 99.56% | 99.56% |
03/07/2024 | 99.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,166 CHF | 7,583 CHF | 99.47% | 99.47% |
02/07/2024 | 98.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,162 CHF | 7,581 CHF | 99.53% | 99.53% |