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 | 43.33% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 27,182 CHF | 8,436 CHF | 99.27% | 99.27% |
12/07/2024 | 42.66% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 27,702 CHF | 8,540 CHF | 99.27% | 99.27% |
11/07/2024 | 39.11% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 30,899 CHF | 9,180 CHF | 99.27% | 99.27% |
10/07/2024 | 46.18% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 25,050 CHF | 8,010 CHF | 99.27% | 99.27% |
09/07/2024 | 43.43% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 27,084 CHF | 8,417 CHF | 99.27% | 99.27% |
08/07/2024 | 39.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 30,991 CHF | 9,198 CHF | 99.25% | 99.25% |
05/07/2024 | 34.50% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 36,033 CHF | 10,207 CHF | 99.27% | 99.27% |
04/07/2024 | 36.38% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 33,766 CHF | 9,753 CHF | 99.27% | 99.27% |
03/07/2024 | 39.09% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 30,937 CHF | 9,187 CHF | 99.27% | 99.27% |
02/07/2024 | 49.51% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 23,003 CHF | 7,601 CHF | 99.27% | 99.27% |