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 | 112.88% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,933 CHF | 6,966 CHF | 91.31% | 91.31% |
12/07/2024 | 115.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,811 CHF | 6,905 CHF | 94.26% | 94.26% |
11/07/2024 | 132.85% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,572 CHF | 6,286 CHF | 93.88% | 93.88% |
10/07/2024 | 101.69% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,873 CHF | 7,437 CHF | 89.17% | 89.17% |
09/07/2024 | 111.39% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,010 CHF | 7,005 CHF | 92.74% | 92.74% |
08/07/2024 | 81.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,241 CHF | 8,620 CHF | 90.94% | 90.94% |
05/07/2024 | 71.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,090 CHF | 9,545 CHF | 98.59% | 98.59% |
04/07/2024 | 129.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,995 CHF | 6,498 CHF | 88.93% | 88.93% |
03/07/2024 | 146.07% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,938 CHF | 5,969 CHF | 82.57% | 95.36% |
02/07/2024 | 149.29% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,730 CHF | 5,865 CHF | 86.04% | 95.41% |