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 | 140.16% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,211 CHF | 6,106 CHF | 99.71% | 99.71% |
12/07/2024 | 89.13% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,321 CHF | 8,161 CHF | 97.78% | 97.78% |
11/07/2024 | 60.16% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,837 CHF | 10,918 CHF | 99.35% | 99.35% |
10/07/2024 | 60.77% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,529 CHF | 10,765 CHF | 94.57% | 94.57% |
09/07/2024 | 74.04% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,632 CHF | 9,316 CHF | 99.14% | 99.14% |
08/07/2024 | 103.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,969 CHF | 7,484 CHF | 98.89% | 98.89% |
05/07/2024 | 86.09% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,815 CHF | 8,408 CHF | 99.60% | 99.60% |
04/07/2024 | 90.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,025 CHF | 8,013 CHF | 99.58% | 99.58% |
03/07/2024 | 79.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,565 CHF | 8,783 CHF | 99.42% | 99.42% |
02/07/2024 | 69.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,397 CHF | 9,699 CHF | 99.57% | 99.57% |