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 | 92.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,837 CHF | 7,918 CHF | 98.94% | 98.94% |
12/07/2024 | 83.34% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,004 CHF | 8,502 CHF | 99.40% | 99.40% |
11/07/2024 | 112.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,935 CHF | 6,967 CHF | 98.95% | 98.95% |
10/07/2024 | 110.95% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,020 CHF | 7,010 CHF | 99.27% | 99.27% |
09/07/2024 | 101.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,845 CHF | 7,422 CHF | 97.96% | 97.96% |
08/07/2024 | 99.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,097 CHF | 7,548 CHF | 99.37% | 99.37% |
05/07/2024 | 84.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,888 CHF | 8,444 CHF | 99.40% | 99.40% |
04/07/2024 | 76.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,107 CHF | 9,054 CHF | 99.56% | 99.56% |
03/07/2024 | 70.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,127 CHF | 9,563 CHF | 99.47% | 99.47% |
02/07/2024 | 59.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,728 CHF | 10,864 CHF | 99.50% | 99.50% |