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 | 39.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,193 CHF | 15,097 CHF | 96.51% | 96.51% |
12/07/2024 | 30.83% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,027 CHF | 19,013 CHF | 92.04% | 92.04% |
11/07/2024 | 39.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,024 CHF | 15,012 CHF | 98.49% | 98.49% |
10/07/2024 | 44.73% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,368 CHF | 13,684 CHF | 98.43% | 98.43% |
09/07/2024 | 46.61% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,501 CHF | 13,251 CHF | 97.91% | 97.91% |
08/07/2024 | 42.87% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,338 CHF | 14,169 CHF | 98.11% | 98.11% |
05/07/2024 | 41.70% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,994 CHF | 14,497 CHF | 98.99% | 98.99% |
04/07/2024 | 41.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,150 CHF | 14,575 CHF | 99.56% | 99.56% |
03/07/2024 | 46.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,664 CHF | 13,332 CHF | 97.63% | 97.63% |
02/07/2024 | 46.59% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,478 CHF | 13,239 CHF | 99.58% | 99.58% |