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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 CHF | 20,000 CHF | 0.07% | 99.49% |
24/07/2024 | 71.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 9,000 CHF | 19,000 CHF | 0.04% | 99.55% |
23/07/2024 | 76.92% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 8,000 CHF | 18,000 CHF | 0.01% | 99.47% |
22/07/2024 | 83.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,000 CHF | 17,000 CHF | 0.02% | 99.55% |
19/07/2024 | - | 0.01 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.91% |
18/07/2024 | 71.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 9,000 CHF | 19,000 CHF | 0.05% | 99.55% |
17/07/2024 | 71.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 9,000 CHF | 19,000 CHF | 0.02% | 99.37% |
16/07/2024 | 76.92% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 8,000 CHF | 18,000 CHF | 0.02% | 99.56% |
15/07/2024 | 83.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,000 CHF | 17,000 CHF | 0.03% | 99.51% |
12/07/2024 | 83.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,000 CHF | 17,000 CHF | 0.03% | 99.56% |