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 | 53.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,824 CHF | 11,912 CHF | 98.11% | 98.11% |
12/07/2024 | 52.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,005 CHF | 12,002 CHF | 97.59% | 97.59% |
11/07/2024 | 51.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,478 CHF | 12,239 CHF | 98.92% | 98.92% |
10/07/2024 | 44.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,495 CHF | 13,748 CHF | 98.12% | 98.12% |
09/07/2024 | 84.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,800 CHF | 8,400 CHF | 98.33% | 98.33% |
08/07/2024 | 87.04% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,537 CHF | 8,268 CHF | 98.67% | 98.67% |
05/07/2024 | 89.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,187 CHF | 8,094 CHF | 98.28% | 98.28% |
04/07/2024 | 124.73% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,098 CHF | 6,549 CHF | 98.68% | 98.68% |
03/07/2024 | 116.48% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,657 CHF | 6,829 CHF | 98.85% | 98.85% |
02/07/2024 | 147.51% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,805 CHF | 5,903 CHF | 39.85% | 98.39% |