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 | 141.24% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,139 CHF | 6,070 CHF | 85.22% | 98.71% |
12/07/2024 | 96.85% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,350 CHF | 7,675 CHF | 95.75% | 95.75% |
11/07/2024 | 117.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,614 CHF | 6,807 CHF | 98.94% | 98.94% |
10/07/2024 | 130.81% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,675 CHF | 6,337 CHF | 97.77% | 97.77% |
09/07/2024 | 136.88% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,336 CHF | 6,168 CHF | 99.05% | 99.05% |
08/07/2024 | 126.87% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,907 CHF | 6,453 CHF | 96.84% | 96.84% |
05/07/2024 | 110.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,100 CHF | 7,050 CHF | 96.06% | 96.06% |
04/07/2024 | 123.89% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,086 CHF | 6,543 CHF | 95.91% | 95.91% |
03/07/2024 | 139.09% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,211 CHF | 6,106 CHF | 98.56% | 98.56% |
02/07/2024 | 124.93% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,017 CHF | 6,509 CHF | 98.67% | 98.67% |