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 | 84.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,848 CHF | 8,424 CHF | 99.60% | 99.60% |
12/07/2024 | 85.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,813 CHF | 8,407 CHF | 99.60% | 99.60% |
11/07/2024 | 96.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,590 CHF | 7,795 CHF | 92.73% | 92.73% |
10/07/2024 | 87.77% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,430 CHF | 8,215 CHF | 98.52% | 98.52% |
09/07/2024 | 82.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,183 CHF | 8,592 CHF | 99.03% | 99.03% |
08/07/2024 | 90.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,159 CHF | 8,080 CHF | 99.58% | 99.58% |
05/07/2024 | 52.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,284 CHF | 12,642 CHF | 89.73% | 89.73% |
04/07/2024 | 53.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,888 CHF | 12,444 CHF | 99.20% | 99.20% |
03/07/2024 | 42.50% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,061 CHF | 14,530 CHF | 97.73% | 97.73% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 95.41% | 95.41% |