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 | 140.84% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,154 CHF | 6,077 CHF | 99.14% | 99.14% |
12/07/2024 | 135.82% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,394 CHF | 6,197 CHF | 98.87% | 98.87% |
11/07/2024 | 143.01% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,024 CHF | 6,012 CHF | 99.00% | 99.00% |
10/07/2024 | 137.43% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,313 CHF | 6,156 CHF | 99.07% | 99.07% |
09/07/2024 | 139.76% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,173 CHF | 6,087 CHF | 99.13% | 99.13% |
08/07/2024 | 83.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,068 CHF | 8,534 CHF | 99.10% | 99.10% |
05/07/2024 | 73.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,654 CHF | 9,327 CHF | 98.84% | 98.84% |
04/07/2024 | 75.41% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,276 CHF | 9,138 CHF | 98.79% | 98.79% |
03/07/2024 | 75.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,347 CHF | 9,173 CHF | 99.06% | 99.06% |
02/07/2024 | 88.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,293 CHF | 8,147 CHF | 99.18% | 99.18% |