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 | 121.54% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,293 CHF | 6,647 CHF | 97.28% | 97.28% |
12/07/2024 | 100.93% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,958 CHF | 7,479 CHF | 99.41% | 99.41% |
11/07/2024 | 132.12% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,629 CHF | 6,314 CHF | 99.11% | 99.11% |
10/07/2024 | 128.01% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,841 CHF | 6,421 CHF | 99.23% | 99.23% |
09/07/2024 | 143.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,987 CHF | 5,993 CHF | 98.91% | 98.91% |
08/07/2024 | 164.68% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,084 CHF | 5,542 CHF | 99.45% | 99.45% |
05/07/2024 | 144.17% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,977 CHF | 5,988 CHF | 99.34% | 99.34% |
04/07/2024 | 142.86% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,000 CHF | 6,000 CHF | 99.51% | 99.51% |
03/07/2024 | 138.01% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,286 CHF | 6,143 CHF | 97.82% | 97.82% |
02/07/2024 | 151.76% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,637 CHF | 5,819 CHF | 99.06% | 99.06% |