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 | 83.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,236 CHF | 8,618 CHF | 99.59% | 99.59% |
12/07/2024 | 58.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,130 CHF | 11,065 CHF | 99.45% | 99.45% |
11/07/2024 | 53.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,723 CHF | 11,862 CHF | 99.30% | 99.30% |
10/07/2024 | 43.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,794 CHF | 13,897 CHF | 99.37% | 99.37% |
09/07/2024 | 39.89% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,099 CHF | 15,050 CHF | 99.56% | 99.56% |
08/07/2024 | 40.23% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,913 CHF | 14,957 CHF | 99.26% | 99.26% |
05/07/2024 | 37.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,780 CHF | 15,890 CHF | 99.50% | 99.50% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.58% | 99.58% |
03/07/2024 | 39.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,505 CHF | 15,252 CHF | 99.57% | 99.57% |
02/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.58% | 99.58% |