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 | 111.52% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,974 CHF | 6,987 CHF | 96.48% | 96.48% |
12/07/2024 | 96.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,439 CHF | 7,720 CHF | 92.00% | 92.00% |
11/07/2024 | 94.80% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,615 CHF | 7,807 CHF | 98.45% | 98.45% |
10/07/2024 | 129.06% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,772 CHF | 6,386 CHF | 98.44% | 98.44% |
09/07/2024 | 127.45% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,866 CHF | 6,433 CHF | 97.88% | 97.88% |
08/07/2024 | 100.25% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,022 CHF | 7,511 CHF | 98.03% | 98.03% |
05/07/2024 | 109.69% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,137 CHF | 7,068 CHF | 99.01% | 99.01% |
04/07/2024 | 99.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,028 CHF | 7,514 CHF | 99.55% | 99.55% |
03/07/2024 | 121.81% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,236 CHF | 6,618 CHF | 97.62% | 97.62% |
02/07/2024 | 109.06% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,230 CHF | 7,115 CHF | 99.59% | 99.59% |