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 | 38.43% | 0.02 CHF | 0.03 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 31,576 CHF | 1,553 CHF | 99.27% | 99.27% |
12/07/2024 | 43.03% | 0.02 CHF | 0.03 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 27,397 CHF | 1,413 CHF | 99.27% | 99.27% |
11/07/2024 | 46.13% | 0.02 CHF | 0.03 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 25,142 CHF | 1,338 CHF | 99.27% | 99.27% |
10/07/2024 | 45.08% | 0.02 CHF | 0.03 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 25,876 CHF | 1,363 CHF | 99.27% | 99.27% |
09/07/2024 | 47.01% | 0.02 CHF | 0.03 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 24,430 CHF | 1,314 CHF | 99.27% | 99.27% |
08/07/2024 | 45.35% | 0.02 CHF | 0.03 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 25,647 CHF | 1,355 CHF | 99.21% | 99.21% |
05/07/2024 | 45.93% | 0.02 CHF | 0.03 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 25,176 CHF | 1,339 CHF | 99.27% | 99.27% |
04/07/2024 | 48.48% | 0.02 CHF | 0.03 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 23,462 CHF | 1,282 CHF | 99.27% | 99.27% |
03/07/2024 | 42.34% | 0.02 CHF | 0.03 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 28,181 CHF | 1,439 CHF | 99.27% | 99.27% |
02/07/2024 | 37.04% | 0.02 CHF | 0.03 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 33,355 CHF | 1,612 CHF | 90.87% | 90.87% |