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 | 165.76% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,039 CHF | 5,520 CHF | 99.14% | 99.14% |
12/07/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.89% | 98.89% |
11/07/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.04% | 99.04% |
10/07/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.11% | 99.11% |
09/07/2024 | - | - CHF | 0.01 CHF | 0 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.14% |
08/07/2024 | 112.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,918 CHF | 6,959 CHF | 99.12% | 99.12% |
05/07/2024 | 89.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,241 CHF | 8,121 CHF | 98.72% | 98.72% |
04/07/2024 | 89.44% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,227 CHF | 8,114 CHF | 98.78% | 98.78% |
03/07/2024 | 93.11% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,770 CHF | 7,885 CHF | 99.05% | 99.05% |
02/07/2024 | 112.80% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,888 CHF | 6,944 CHF | 99.17% | 99.17% |