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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 CHF | 5,000 CHF | 99.38% | 99.38% |
12/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 CHF | 5,000 CHF | 99.38% | 99.38% |
11/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 CHF | 5,000 CHF | 99.37% | 99.37% |
10/07/2024 | 27.79% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 46,852 CHF | 10,309 CHF | 99.37% | 99.37% |
09/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 45,000 CHF | 10,000 CHF | 99.38% | 99.38% |
08/07/2024 | 29.65% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 43,588 CHF | 9,765 CHF | 99.38% | 99.38% |
05/07/2024 | 29.15% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 44,244 CHF | 9,874 CHF | 99.38% | 99.38% |
04/07/2024 | 31.71% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 40,880 CHF | 9,313 CHF | 98.82% | 98.82% |
03/07/2024 | 30.77% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 42,113 CHF | 9,519 CHF | 99.38% | 99.38% |
02/07/2024 | 30.01% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 43,111 CHF | 9,685 CHF | 99.38% | 99.38% |