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 | 101.29% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,118 CHF | 7,559 CHF | 99.47% | 99.47% |
12/07/2024 | 92.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,934 CHF | 7,967 CHF | 99.47% | 99.47% |
11/07/2024 | 105.55% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,527 CHF | 7,263 CHF | 99.11% | 99.11% |
10/07/2024 | 91.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,928 CHF | 7,964 CHF | 99.59% | 99.59% |
09/07/2024 | 90.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,083 CHF | 8,041 CHF | 99.55% | 99.55% |
08/07/2024 | 91.35% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,956 CHF | 7,978 CHF | 99.57% | 99.57% |
05/07/2024 | 90.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,101 CHF | 8,051 CHF | 99.50% | 99.50% |
04/07/2024 | 80.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,380 CHF | 8,690 CHF | 99.58% | 99.58% |
03/07/2024 | 75.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,352 CHF | 9,176 CHF | 99.55% | 99.55% |
02/07/2024 | 57.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,357 CHF | 11,179 CHF | 99.57% | 99.57% |