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 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 94.97% | 94.97% |
12/07/2024 | 161.10% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,234 CHF | 5,617 CHF | 94.99% | 94.99% |
11/07/2024 | 145.28% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,961 CHF | 5,981 CHF | 89.44% | 98.09% |
10/07/2024 | 142.37% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,075 CHF | 6,038 CHF | 31.38% | 99.00% |
09/07/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 3.19% | 98.02% |
08/07/2024 | 147.94% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,795 CHF | 5,898 CHF | 74.65% | 97.15% |
05/07/2024 | 123.45% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,149 CHF | 6,574 CHF | 98.31% | 98.31% |
04/07/2024 | 118.68% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,456 CHF | 6,728 CHF | 97.80% | 97.80% |
03/07/2024 | 125.17% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,994 CHF | 6,497 CHF | 96.10% | 96.10% |
02/07/2024 | 153.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,547 CHF | 5,774 CHF | 76.35% | 97.23% |