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 | 45.06% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,257 CHF | 13,628 CHF | 90.39% | 90.39% |
12/07/2024 | 45.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,974 CHF | 13,487 CHF | 97.58% | 97.58% |
11/07/2024 | 43.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,951 CHF | 13,976 CHF | 95.75% | 95.75% |
10/07/2024 | 42.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,561 CHF | 14,280 CHF | 95.46% | 95.46% |
09/07/2024 | 39.23% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,513 CHF | 15,257 CHF | 96.76% | 96.76% |
08/07/2024 | 41.51% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,109 CHF | 14,555 CHF | 95.48% | 95.48% |
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 | 91.92% | 91.92% |
04/07/2024 | 39.18% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,538 CHF | 15,269 CHF | 88.83% | 88.83% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 94.25% | 94.25% |
02/07/2024 | 39.82% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,155 CHF | 15,078 CHF | 95.92% | 95.92% |