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 | 70.84% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,377 CHF | 9,689 CHF | 99.52% | 99.52% |
12/07/2024 | 62.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,104 CHF | 10,552 CHF | 99.50% | 99.50% |
11/07/2024 | 73.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,717 CHF | 9,358 CHF | 99.10% | 99.10% |
10/07/2024 | 61.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,247 CHF | 10,624 CHF | 99.59% | 99.59% |
09/07/2024 | 62.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,108 CHF | 10,554 CHF | 99.59% | 99.59% |
08/07/2024 | 64.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,627 CHF | 10,313 CHF | 99.55% | 99.55% |
05/07/2024 | 61.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,197 CHF | 10,599 CHF | 99.48% | 99.48% |
04/07/2024 | 55.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,125 CHF | 11,563 CHF | 99.58% | 99.58% |
03/07/2024 | 51.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,297 CHF | 12,149 CHF | 99.57% | 99.57% |
02/07/2024 | 38.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,895 CHF | 15,447 CHF | 99.58% | 99.58% |