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 | 46.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,938 CHF | 13,469 CHF | 99.49% | 99.49% |
12/07/2024 | 38.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,145 CHF | 15,572 CHF | 99.50% | 99.50% |
11/07/2024 | 46.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,667 CHF | 13,334 CHF | 99.13% | 99.13% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.59% | 99.59% |
09/07/2024 | 39.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,668 CHF | 15,334 CHF | 99.54% | 99.54% |
08/07/2024 | 40.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,511 CHF | 14,756 CHF | 99.58% | 99.58% |
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 | 99.56% | 99.56% |
04/07/2024 | 39.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,287 CHF | 15,143 CHF | 99.58% | 99.58% |
03/07/2024 | 34.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,866 CHF | 17,433 CHF | 99.47% | 99.47% |
02/07/2024 | 23.60% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,829 CHF | 23,914 CHF | 99.58% | 99.58% |