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 | 25.01% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 53,446 CHF | 11,408 CHF | 99.38% | 99.38% |
12/07/2024 | 28.15% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 46,012 CHF | 10,169 CHF | 99.38% | 99.38% |
11/07/2024 | 21.44% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 63,563 CHF | 13,094 CHF | 99.38% | 99.38% |
10/07/2024 | 14.88% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 94,116 CHF | 18,186 CHF | 99.37% | 99.37% |
09/07/2024 | 13.72% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 102,165 CHF | 19,528 CHF | 99.37% | 99.37% |
08/07/2024 | 13.33% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 105,419 CHF | 20,070 CHF | 99.38% | 99.38% |
05/07/2024 | 14.82% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 94,599 CHF | 18,267 CHF | 99.38% | 99.38% |
04/07/2024 | 13.46% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 104,101 CHF | 19,850 CHF | 98.82% | 98.82% |
03/07/2024 | 19.50% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 71,784 CHF | 14,464 CHF | 99.38% | 99.38% |
02/07/2024 | 34.36% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 37,406 CHF | 8,734 CHF | 99.38% | 99.38% |