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 | 38.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,111 CHF | 15,556 CHF | 99.52% | 99.52% |
12/07/2024 | 18.34% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,822 CHF | 29,911 CHF | 99.43% | 99.43% |
11/07/2024 | 21.47% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,971 CHF | 25,985 CHF | 99.40% | 99.40% |
10/07/2024 | 24.91% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 602,697 | 500,000 | 21,840 CHF | 22,908 CHF | 99.27% | 99.50% |
09/07/2024 | 69.34% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,753 CHF | 9,753 CHF | 97.27% | 97.27% |
08/07/2024 | 71.68% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,478 CHF | 9,478 CHF | 99.50% | 99.50% |
05/07/2024 | 64.90% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,212 CHF | 10,212 CHF | 99.42% | 99.42% |
04/07/2024 | 58.64% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 6,028 CHF | 11,028 CHF | 99.56% | 99.56% |
03/07/2024 | 61.65% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,619 CHF | 10,619 CHF | 99.36% | 99.36% |
02/07/2024 | 80.28% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,739 CHF | 8,739 CHF | 98.40% | 98.40% |