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 | 111.10% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,066 CHF | 7,033 CHF | 99.11% | 99.11% |
12/07/2024 | 98.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,156 CHF | 7,578 CHF | 98.89% | 98.89% |
11/07/2024 | 78.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,833 CHF | 8,917 CHF | 99.04% | 99.04% |
10/07/2024 | 74.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,491 CHF | 9,246 CHF | 98.13% | 98.13% |
09/07/2024 | 66.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,127 CHF | 10,063 CHF | 99.12% | 99.12% |
08/07/2024 | 95.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,483 CHF | 7,742 CHF | 99.11% | 99.11% |
05/07/2024 | 86.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,581 CHF | 8,291 CHF | 98.72% | 98.72% |
04/07/2024 | - | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.78% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 56.48% | 99.07% |
02/07/2024 | 66.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,098 CHF | 10,049 CHF | 99.17% | 99.17% |