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 | 156.28% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,455 CHF | 5,728 CHF | 98.71% | 98.71% |
12/07/2024 | 92.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,826 CHF | 7,913 CHF | 95.74% | 95.74% |
11/07/2024 | 128.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,001 CHF | 6,501 CHF | 98.93% | 98.93% |
10/07/2024 | 138.24% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,275 CHF | 6,138 CHF | 97.76% | 97.76% |
09/07/2024 | 141.18% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,171 CHF | 6,085 CHF | 94.43% | 99.04% |
08/07/2024 | 133.56% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,521 CHF | 6,261 CHF | 96.82% | 96.82% |
05/07/2024 | 109.69% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,171 CHF | 7,085 CHF | 94.81% | 94.81% |
04/07/2024 | 135.19% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,429 CHF | 6,215 CHF | 95.92% | 95.92% |
03/07/2024 | 150.72% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,682 CHF | 5,841 CHF | 64.08% | 98.55% |
02/07/2024 | 125.32% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,060 CHF | 6,530 CHF | 98.66% | 98.66% |