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 | 138.73% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,350 CHF | 6,175 CHF | 94.35% | 94.35% |
12/07/2024 | 141.97% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,186 CHF | 6,093 CHF | 84.53% | 84.53% |
11/07/2024 | 128.95% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,787 CHF | 6,393 CHF | 98.89% | 98.89% |
10/07/2024 | 116.42% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,620 CHF | 6,810 CHF | 97.65% | 97.65% |
09/07/2024 | 107.46% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,330 CHF | 7,165 CHF | 98.45% | 98.45% |
08/07/2024 | 98.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,209 CHF | 7,604 CHF | 98.83% | 98.83% |
05/07/2024 | 93.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,720 CHF | 7,860 CHF | 90.61% | 90.61% |
04/07/2024 | 101.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,928 CHF | 7,464 CHF | 98.10% | 98.10% |
03/07/2024 | 105.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,614 CHF | 7,307 CHF | 99.19% | 99.19% |
02/07/2024 | 142.72% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,033 CHF | 6,017 CHF | 96.41% | 96.41% |