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 | 133.33% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,000 CHF | 20,000 CHF | 100.00% | 100.00% |
12/07/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,000 CHF | 20,000 CHF | 99.85% | 99.85% |
11/07/2024 | 119.71% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,063 CHF | 20,000 CHF | 71.51% | 71.51% |
10/07/2024 | 88.12% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,781 CHF | 20,000 CHF | 99.38% | 99.38% |
09/07/2024 | 85.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 996,198 | 996,198 | 7,970 CHF | 19,970 CHF | 100.00% | 100.00% |
08/07/2024 | 84.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 998,279 | 998,279 | 8,094 CHF | 19,986 CHF | 100.00% | 100.00% |
05/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 CHF | 20,000 CHF | 99.56% | 99.56% |
04/07/2024 | 58.85% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 11,994 CHF | 21,994 CHF | 100.00% | 100.00% |
03/07/2024 | 43.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 18,386 CHF | 28,386 CHF | 99.77% | 99.77% |
02/07/2024 | 30.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 27,378 CHF | 37,378 CHF | 99.94% | 99.94% |