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 | 54.53% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,535 CHF | 11,768 CHF | 93.08% | 93.08% |
12/07/2024 | 49.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,275 CHF | 12,638 CHF | 94.24% | 94.24% |
11/07/2024 | 48.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,502 CHF | 12,751 CHF | 94.51% | 94.51% |
10/07/2024 | 46.50% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,583 CHF | 13,292 CHF | 95.88% | 95.88% |
09/07/2024 | 42.43% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,588 CHF | 14,294 CHF | 96.26% | 96.26% |
08/07/2024 | 43.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,757 CHF | 13,878 CHF | 96.40% | 96.40% |
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 | 95.24% | 95.24% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 93.39% | 93.39% |
03/07/2024 | 39.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,786 CHF | 15,393 CHF | 94.70% | 94.70% |
02/07/2024 | 34.19% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,081 CHF | 17,540 CHF | 97.86% | 97.86% |