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 | 29.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,542 CHF | 19,771 CHF | 99.56% | 99.56% |
12/07/2024 | 28.50% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,111 CHF | 20,055 CHF | 96.43% | 96.43% |
11/07/2024 | 28.73% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,771 CHF | 20,386 CHF | 91.14% | 91.14% |
10/07/2024 | 45.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,228 CHF | 13,614 CHF | 99.58% | 99.58% |
09/07/2024 | 45.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,055 CHF | 13,528 CHF | 96.48% | 96.48% |
08/07/2024 | 42.27% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,682 CHF | 14,341 CHF | 99.58% | 99.58% |
05/07/2024 | 42.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,450 CHF | 14,225 CHF | 98.07% | 98.07% |
04/07/2024 | 39.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,171 CHF | 15,086 CHF | 99.57% | 99.57% |
03/07/2024 | 43.91% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,808 CHF | 13,904 CHF | 99.46% | 99.46% |
02/07/2024 | 35.50% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,250 CHF | 16,625 CHF | 97.48% | 97.48% |