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 | 145.02% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,911 CHF | 5,955 CHF | 99.72% | 99.72% |
12/07/2024 | 122.95% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,215 CHF | 6,607 CHF | 99.73% | 99.73% |
11/07/2024 | 106.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,387 CHF | 7,194 CHF | 99.60% | 99.60% |
10/07/2024 | 100.36% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,976 CHF | 7,488 CHF | 99.61% | 99.61% |
09/07/2024 | 81.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,299 CHF | 8,649 CHF | 99.55% | 99.55% |
08/07/2024 | 89.65% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,588 CHF | 8,294 CHF | 99.56% | 99.56% |
05/07/2024 | 96.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,400 CHF | 7,700 CHF | 99.47% | 99.47% |
04/07/2024 | 89.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,178 CHF | 8,089 CHF | 99.57% | 99.57% |
03/07/2024 | 82.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,171 CHF | 8,585 CHF | 99.53% | 99.53% |
02/07/2024 | 68.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,657 CHF | 9,828 CHF | 99.59% | 99.59% |