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 | 85.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 7,240 CHF | 4,310 CHF | 99.39% | 99.39% |
12/07/2024 | 84.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 7,355 CHF | 4,339 CHF | 99.06% | 99.06% |
11/07/2024 | 97.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,971 | 250,000 | 5,252 CHF | 3,833 CHF | 97.79% | 97.79% |
10/07/2024 | 79.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,167 | 250,000 | 8,046 CHF | 4,529 CHF | 95.47% | 95.47% |
09/07/2024 | 96.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,430 | 250,000 | 5,545 CHF | 3,895 CHF | 99.05% | 99.05% |
08/07/2024 | 73.92% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,085 | 250,000 | 8,852 CHF | 4,728 CHF | 99.24% | 99.24% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,601 | 250,000 | 9,926 CHF | 5,000 CHF | 99.39% | 99.39% |
04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,839 | 250,000 | 9,928 CHF | 5,000 CHF | 99.39% | 99.39% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,298 | 250,000 | 9,923 CHF | 5,000 CHF | 98.61% | 98.61% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.05% | 99.05% |