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 | 58.09% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 12,236 CHF | 22,236 CHF | 100.00% | 100.00% |
12/07/2024 | 58.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 12,032 CHF | 22,032 CHF | 99.85% | 99.85% |
11/07/2024 | 58.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 12,128 CHF | 22,128 CHF | 71.51% | 71.51% |
10/07/2024 | 85.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 8,000 CHF | 20,000 CHF | 99.38% | 99.38% |
09/07/2024 | 83.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 996,322 | 996,322 | 8,260 CHF | 19,971 CHF | 100.00% | 100.00% |
08/07/2024 | 65.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 998,264 | 998,264 | 10,374 CHF | 20,374 CHF | 100.00% | 100.00% |
05/07/2024 | 61.31% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 11,366 CHF | 21,366 CHF | 99.56% | 99.56% |
04/07/2024 | 66.76% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 9,990 CHF | 20,000 CHF | 100.00% | 100.00% |
03/07/2024 | 102.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 6,438 CHF | 20,000 CHF | 99.77% | 99.77% |
02/07/2024 | 107.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 6,000 CHF | 20,000 CHF | 99.93% | 99.93% |