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 | 74.62% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 12,668 CHF | 4,611 CHF | 99.27% | 99.27% |
12/07/2024 | 62.48% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 16,531 CHF | 5,255 CHF | 99.27% | 99.27% |
11/07/2024 | 59.08% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 17,944 CHF | 5,491 CHF | 99.27% | 99.27% |
10/07/2024 | 65.27% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,507 CHF | 5,084 CHF | 99.27% | 99.27% |
09/07/2024 | 58.16% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 18,418 CHF | 5,570 CHF | 99.27% | 99.27% |
08/07/2024 | 54.67% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 19,956 CHF | 5,826 CHF | 99.22% | 99.22% |
05/07/2024 | 45.91% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 25,346 CHF | 6,724 CHF | 99.27% | 99.27% |
04/07/2024 | 62.16% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 16,744 CHF | 5,291 CHF | 99.27% | 99.27% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,063 CHF | 5,011 CHF | 99.27% | 99.27% |
02/07/2024 | 79.80% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 11,346 CHF | 4,391 CHF | 99.27% | 99.27% |