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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.06% | 99.06% |
12/07/2024 | 65.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,391 CHF | 5,098 CHF | 98.85% | 98.85% |
11/07/2024 | 64.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,117 | 250,000 | 10,637 CHF | 5,179 CHF | 97.56% | 97.56% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 95.14% | 95.14% |
09/07/2024 | 66.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,021 CHF | 5,005 CHF | 98.70% | 98.70% |
08/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,183 | 250,000 | 9,882 CHF | 5,000 CHF | 98.58% | 98.58% |
05/07/2024 | 53.11% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,068 CHF | 6,017 CHF | 99.17% | 99.17% |
04/07/2024 | 50.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,954 CHF | 6,239 CHF | 99.18% | 99.18% |
03/07/2024 | 52.65% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,205 CHF | 6,051 CHF | 98.43% | 98.43% |
02/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 98.82% | 98.82% |