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 | 109.19% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,212 CHF | 7,106 CHF | 99.43% | 99.43% |
12/07/2024 | 106.36% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,440 CHF | 7,220 CHF | 99.59% | 99.59% |
11/07/2024 | 120.35% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,350 CHF | 6,675 CHF | 99.17% | 99.17% |
10/07/2024 | 137.27% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,314 CHF | 6,157 CHF | 99.49% | 99.49% |
09/07/2024 | 149.68% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,736 CHF | 5,868 CHF | 86.56% | 86.56% |
08/07/2024 | 145.76% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,881 CHF | 5,941 CHF | 99.42% | 99.42% |
05/07/2024 | 148.00% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,784 CHF | 5,892 CHF | 99.38% | 99.38% |
04/07/2024 | 144.69% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,923 CHF | 5,962 CHF | 99.56% | 99.56% |
03/07/2024 | 127.71% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,874 CHF | 6,437 CHF | 99.48% | 99.48% |
02/07/2024 | 155.51% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,469 CHF | 5,734 CHF | 99.52% | 99.52% |