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 | 75.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,287 CHF | 9,144 CHF | 99.44% | 99.44% |
12/07/2024 | 45.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,938 CHF | 13,469 CHF | 99.42% | 99.42% |
11/07/2024 | 53.14% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,991 CHF | 11,995 CHF | 99.44% | 99.44% |
10/07/2024 | 56.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,814 CHF | 11,407 CHF | 99.50% | 99.50% |
09/07/2024 | 163.25% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,158 CHF | 5,579 CHF | 97.27% | 97.27% |
08/07/2024 | 166.54% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005 CHF | 5,503 CHF | 99.49% | 99.49% |
05/07/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.40% | 99.40% |
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 | 99.56% | 99.56% |
03/07/2024 | 126.87% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,895 CHF | 6,448 CHF | 99.41% | 99.41% |
02/07/2024 | 164.48% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,092 CHF | 5,546 CHF | 98.40% | 98.40% |