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 | 150.30% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,708 CHF | 5,854 CHF | 99.57% | 99.57% |
12/07/2024 | 104.03% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,644 CHF | 7,322 CHF | 99.49% | 99.49% |
11/07/2024 | 93.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,729 CHF | 7,865 CHF | 99.28% | 99.28% |
10/07/2024 | 78.07% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,823 CHF | 8,912 CHF | 99.37% | 99.37% |
09/07/2024 | 67.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,833 CHF | 9,917 CHF | 99.55% | 99.55% |
08/07/2024 | 66.78% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,089 CHF | 10,044 CHF | 99.25% | 99.25% |
05/07/2024 | 64.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,499 CHF | 10,250 CHF | 99.56% | 99.56% |
04/07/2024 | 67.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,779 CHF | 9,890 CHF | 99.58% | 99.58% |
03/07/2024 | 59.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,792 CHF | 10,896 CHF | 99.53% | 99.53% |
02/07/2024 | 49.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,161 CHF | 12,581 CHF | 99.58% | 99.58% |