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 | 118.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,641 CHF | 6,820 CHF | 94.34% | 94.34% |
12/07/2024 | 117.90% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,642 CHF | 6,821 CHF | 84.61% | 84.61% |
11/07/2024 | 102.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,751 CHF | 7,375 CHF | 98.88% | 98.88% |
10/07/2024 | 87.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,492 CHF | 8,246 CHF | 97.65% | 97.65% |
09/07/2024 | 81.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,320 CHF | 8,660 CHF | 98.41% | 98.41% |
08/07/2024 | 70.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,136 CHF | 9,568 CHF | 98.82% | 98.82% |
05/07/2024 | 67.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,739 CHF | 9,869 CHF | 90.60% | 90.60% |
04/07/2024 | 72.05% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,927 CHF | 9,463 CHF | 98.14% | 98.14% |
03/07/2024 | 79.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,745 CHF | 8,872 CHF | 99.06% | 99.06% |
02/07/2024 | 109.94% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,114 CHF | 7,057 CHF | 96.41% | 96.41% |