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 | 155.46% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,527 CHF | 5,763 CHF | 94.33% | 94.33% |
12/07/2024 | 160.04% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,307 CHF | 5,653 CHF | 84.59% | 84.59% |
11/07/2024 | 160.65% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,253 CHF | 5,626 CHF | 98.86% | 98.86% |
10/07/2024 | 148.57% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,767 CHF | 5,884 CHF | 97.63% | 97.63% |
09/07/2024 | 134.26% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,491 CHF | 6,245 CHF | 98.45% | 98.45% |
08/07/2024 | 129.69% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,741 CHF | 6,371 CHF | 98.90% | 98.90% |
05/07/2024 | 129.00% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,803 CHF | 6,402 CHF | 90.60% | 90.60% |
04/07/2024 | 135.35% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,423 CHF | 6,211 CHF | 98.14% | 98.14% |
03/07/2024 | 132.78% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,593 CHF | 6,297 CHF | 99.17% | 99.17% |
02/07/2024 | 164.49% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,091 CHF | 5,546 CHF | 96.42% | 96.42% |