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 | 116.73% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,618 CHF | 6,809 CHF | 99.56% | 99.56% |
12/07/2024 | 110.53% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,087 CHF | 7,043 CHF | 99.43% | 99.43% |
11/07/2024 | 125.30% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,075 CHF | 6,537 CHF | 98.82% | 98.82% |
10/07/2024 | 110.08% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,102 CHF | 7,051 CHF | 99.15% | 99.15% |
09/07/2024 | 119.20% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,421 CHF | 6,710 CHF | 98.44% | 98.44% |
08/07/2024 | 123.27% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,128 CHF | 6,564 CHF | 98.34% | 98.34% |
05/07/2024 | 114.24% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,776 CHF | 6,888 CHF | 93.66% | 93.66% |
04/07/2024 | 107.36% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,345 CHF | 7,172 CHF | 97.84% | 97.84% |
03/07/2024 | 111.71% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,971 CHF | 6,985 CHF | 98.66% | 98.66% |
02/07/2024 | 111.34% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,984 CHF | 6,992 CHF | 99.45% | 99.45% |