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 | 105.26% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 6,793 CHF | 3,632 CHF | 99.27% | 99.27% |
12/07/2024 | 88.83% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 9,413 CHF | 4,069 CHF | 99.27% | 99.27% |
11/07/2024 | 82.71% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 10,689 CHF | 4,281 CHF | 99.27% | 99.27% |
10/07/2024 | 91.14% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 8,969 CHF | 3,995 CHF | 99.27% | 99.27% |
09/07/2024 | 80.53% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 11,200 CHF | 4,367 CHF | 99.27% | 99.27% |
08/07/2024 | 75.62% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 12,355 CHF | 4,559 CHF | 99.21% | 99.21% |
05/07/2024 | 63.10% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 16,417 CHF | 5,236 CHF | 99.27% | 99.27% |
04/07/2024 | 86.06% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 10,003 CHF | 4,167 CHF | 99.27% | 99.27% |
03/07/2024 | 93.18% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 8,655 CHF | 3,942 CHF | 99.27% | 99.27% |
02/07/2024 | 110.16% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 6,142 CHF | 3,524 CHF | 99.27% | 99.27% |