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 | 29.55% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,143 CHF | 19,571 CHF | 99.51% | 99.51% |
12/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.43% | 99.43% |
11/07/2024 | 39.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,471 CHF | 15,236 CHF | 99.38% | 99.38% |
10/07/2024 | 38.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,016 CHF | 15,508 CHF | 99.48% | 99.48% |
09/07/2024 | 40.22% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,881 CHF | 14,941 CHF | 86.55% | 86.55% |
08/07/2024 | 38.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,142 CHF | 15,571 CHF | 99.40% | 99.40% |
05/07/2024 | 38.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,689 CHF | 15,344 CHF | 99.40% | 99.40% |
04/07/2024 | 38.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,671 CHF | 15,336 CHF | 99.57% | 99.57% |
03/07/2024 | 40.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,589 CHF | 14,795 CHF | 99.43% | 99.43% |
02/07/2024 | 44.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,690 CHF | 13,845 CHF | 99.53% | 99.53% |