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 | 147.95% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,811 CHF | 5,905 CHF | 53.95% | 99.36% |
12/07/2024 | 110.66% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,107 CHF | 7,054 CHF | 99.32% | 99.32% |
11/07/2024 | 135.21% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,434 CHF | 6,217 CHF | 99.37% | 99.37% |
10/07/2024 | 109.10% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,205 CHF | 7,102 CHF | 99.35% | 99.35% |
09/07/2024 | - | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.33% |
08/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 96.70% | 99.40% |
05/07/2024 | 45.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,945 CHF | 13,973 CHF | 99.33% | 99.33% |
04/07/2024 | 44.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,627 CHF | 13,813 CHF | 99.37% | 99.37% |
03/07/2024 | 47.06% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,274 CHF | 13,137 CHF | 99.38% | 99.38% |
02/07/2024 | 52.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,102 CHF | 12,051 CHF | 99.42% | 99.42% |