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 | 60.34% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 11,619 CHF | 21,619 CHF | 100.00% | 100.00% |
12/07/2024 | 53.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 13,704 CHF | 23,704 CHF | 99.85% | 99.85% |
11/07/2024 | 44.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 17,871 CHF | 27,871 CHF | 71.51% | 71.51% |
10/07/2024 | 34.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 23,715 CHF | 33,715 CHF | 99.38% | 99.38% |
09/07/2024 | 33.90% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 996,187 | 996,187 | 24,591 CHF | 34,591 CHF | 100.00% | 100.00% |
08/07/2024 | 33.70% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 998,257 | 998,257 | 24,752 CHF | 34,752 CHF | 99.99% | 99.99% |
05/07/2024 | 28.86% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 29,663 CHF | 39,663 CHF | 99.56% | 99.56% |
04/07/2024 | 25.15% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 34,781 CHF | 44,781 CHF | 100.00% | 100.00% |
03/07/2024 | 20.02% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 45,320 CHF | 55,320 CHF | 99.77% | 99.77% |
02/07/2024 | 15.35% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 60,238 CHF | 70,238 CHF | 99.94% | 99.94% |