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 | 126.80% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,946 CHF | 6,473 CHF | 99.56% | 99.56% |
12/07/2024 | 123.06% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,139 CHF | 6,570 CHF | 99.50% | 99.50% |
11/07/2024 | 94.39% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,648 CHF | 7,824 CHF | 99.02% | 99.02% |
10/07/2024 | 78.93% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,698 CHF | 8,849 CHF | 99.59% | 99.59% |
09/07/2024 | 74.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,476 CHF | 9,238 CHF | 99.54% | 99.54% |
08/07/2024 | 100.94% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,975 CHF | 7,487 CHF | 99.55% | 99.55% |
05/07/2024 | 81.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,384 CHF | 8,692 CHF | 99.55% | 99.55% |
04/07/2024 | 78.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,775 CHF | 8,888 CHF | 99.57% | 99.57% |
03/07/2024 | 112.41% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,030 CHF | 7,015 CHF | 99.50% | 99.50% |
02/07/2024 | 109.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,227 CHF | 7,114 CHF | 99.32% | 99.32% |