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 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.56% | 99.56% |
12/07/2024 | 166.59% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003 CHF | 5,502 CHF | 99.45% | 99.45% |
11/07/2024 | 164.39% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,096 CHF | 5,548 CHF | 99.27% | 99.27% |
10/07/2024 | 134.65% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,460 CHF | 6,230 CHF | 99.37% | 99.37% |
09/07/2024 | 114.58% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,766 CHF | 6,883 CHF | 99.55% | 99.55% |
08/07/2024 | 115.06% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,732 CHF | 6,866 CHF | 99.25% | 99.25% |
05/07/2024 | 107.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,369 CHF | 7,185 CHF | 99.55% | 99.55% |
04/07/2024 | 110.48% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,059 CHF | 7,029 CHF | 99.58% | 99.58% |
03/07/2024 | 100.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,007 CHF | 7,503 CHF | 99.54% | 99.54% |
02/07/2024 | 82.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,196 CHF | 8,598 CHF | 99.57% | 99.57% |