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 | 68.04% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,725 CHF | 9,863 CHF | 99.62% | 99.62% |
12/07/2024 | 72.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,805 CHF | 9,403 CHF | 99.43% | 99.43% |
11/07/2024 | 55.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,023 CHF | 11,512 CHF | 99.03% | 99.03% |
10/07/2024 | 46.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,578 CHF | 13,289 CHF | 99.61% | 99.61% |
09/07/2024 | 42.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,721 CHF | 14,360 CHF | 99.54% | 99.54% |
08/07/2024 | 54.27% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,479 CHF | 11,740 CHF | 99.56% | 99.56% |
05/07/2024 | 43.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,800 CHF | 13,900 CHF | 99.56% | 99.56% |
04/07/2024 | 42.66% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,502 CHF | 14,251 CHF | 99.58% | 99.58% |
03/07/2024 | 60.23% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,805 CHF | 10,902 CHF | 99.53% | 99.53% |
02/07/2024 | 57.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,457 CHF | 11,229 CHF | 99.32% | 99.32% |