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 | 109.53% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,158 CHF | 7,079 CHF | 99.54% | 99.54% |
12/07/2024 | 90.46% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,140 CHF | 8,070 CHF | 99.51% | 99.51% |
11/07/2024 | 83.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,027 CHF | 8,514 CHF | 99.58% | 99.58% |
10/07/2024 | 79.27% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,659 CHF | 8,829 CHF | 99.59% | 99.59% |
09/07/2024 | 67.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,892 CHF | 9,946 CHF | 99.55% | 99.55% |
08/07/2024 | 75.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,568 CHF | 9,284 CHF | 99.57% | 99.57% |
05/07/2024 | 75.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,375 CHF | 9,187 CHF | 99.52% | 99.52% |
04/07/2024 | 69.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,383 CHF | 9,692 CHF | 99.57% | 99.57% |
03/07/2024 | 72.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,775 CHF | 9,388 CHF | 99.46% | 99.46% |
02/07/2024 | 63.49% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,784 CHF | 10,392 CHF | 99.59% | 99.59% |