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 | 97.85% | 97.85% |
12/07/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 1.56% | 98.94% |
11/07/2024 | 147.28% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,814 CHF | 5,907 CHF | 81.91% | 97.28% |
10/07/2024 | 132.73% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,567 CHF | 6,284 CHF | 89.30% | 89.30% |
09/07/2024 | 124.94% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,004 CHF | 6,502 CHF | 99.36% | 99.36% |
08/07/2024 | 139.14% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,215 CHF | 6,107 CHF | 95.63% | 97.55% |
05/07/2024 | 138.42% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,261 CHF | 6,130 CHF | 96.84% | 96.84% |
04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.37% | 99.37% |
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 | 97.89% | 97.89% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 94.67% | 94.67% |