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 | 160.50% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,265 CHF | 5,632 CHF | 94.32% | 94.32% |
12/07/2024 | 164.45% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,097 CHF | 5,548 CHF | 84.53% | 84.53% |
11/07/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.89% | 98.89% |
10/07/2024 | 166.62% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002 CHF | 5,501 CHF | 97.70% | 97.70% |
09/07/2024 | 156.85% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,417 CHF | 5,708 CHF | 98.38% | 98.38% |
08/07/2024 | 162.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,168 CHF | 5,584 CHF | 98.86% | 98.86% |
05/07/2024 | 166.24% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,018 CHF | 5,509 CHF | 90.63% | 90.63% |
04/07/2024 | 166.15% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,022 CHF | 5,511 CHF | 98.10% | 98.10% |
03/07/2024 | 162.79% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,163 CHF | 5,582 CHF | 99.18% | 99.18% |
02/07/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 96.41% | 96.41% |