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 | 147.40% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,809 CHF | 5,905 CHF | 87.32% | 94.91% |
12/07/2024 | 130.49% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,698 CHF | 6,349 CHF | 95.52% | 95.52% |
11/07/2024 | 133.83% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,505 CHF | 6,253 CHF | 98.10% | 98.10% |
10/07/2024 | 141.56% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,138 CHF | 6,069 CHF | 98.03% | 98.03% |
09/07/2024 | 143.86% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,963 CHF | 5,982 CHF | 96.19% | 98.02% |
08/07/2024 | 143.31% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,987 CHF | 5,994 CHF | 97.15% | 97.15% |
05/07/2024 | 121.38% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,263 CHF | 6,631 CHF | 98.20% | 98.20% |
04/07/2024 | 122.71% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,165 CHF | 6,582 CHF | 97.77% | 97.77% |
03/07/2024 | 121.73% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,235 CHF | 6,618 CHF | 97.59% | 97.59% |
02/07/2024 | 141.30% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,087 CHF | 6,044 CHF | 97.23% | 97.23% |