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 | 126.66% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,978 CHF | 6,489 CHF | 96.41% | 96.41% |
12/07/2024 | 110.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,052 CHF | 7,026 CHF | 97.61% | 97.61% |
11/07/2024 | 104.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,627 CHF | 7,314 CHF | 97.90% | 97.90% |
10/07/2024 | 121.70% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,263 CHF | 6,631 CHF | 96.77% | 96.77% |
09/07/2024 | 119.05% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,428 CHF | 6,714 CHF | 94.84% | 94.84% |
08/07/2024 | 103.42% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,713 CHF | 7,356 CHF | 95.78% | 95.78% |
05/07/2024 | 88.31% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,367 CHF | 8,184 CHF | 97.79% | 97.79% |
04/07/2024 | 75.95% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,178 CHF | 9,089 CHF | 90.55% | 90.55% |
03/07/2024 | 83.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,949 CHF | 8,474 CHF | 95.90% | 95.90% |
02/07/2024 | 109.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,223 CHF | 7,112 CHF | 98.91% | 98.91% |