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 | 111.33% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,017 CHF | 7,009 CHF | 99.20% | 99.20% |
12/07/2024 | 76.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,199 CHF | 9,099 CHF | 99.44% | 99.44% |
11/07/2024 | 61.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,289 CHF | 10,644 CHF | 98.82% | 98.82% |
10/07/2024 | 53.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,676 CHF | 11,838 CHF | 98.53% | 98.53% |
09/07/2024 | 60.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,566 CHF | 10,783 CHF | 99.55% | 99.55% |
08/07/2024 | 63.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,792 CHF | 10,396 CHF | 96.25% | 96.25% |
05/07/2024 | 61.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,332 CHF | 10,666 CHF | 99.46% | 99.46% |
04/07/2024 | 63.89% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,667 CHF | 10,334 CHF | 99.41% | 99.41% |
03/07/2024 | 51.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,298 CHF | 12,149 CHF | 99.54% | 99.54% |
02/07/2024 | 46.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,583 CHF | 13,292 CHF | 99.41% | 99.41% |