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 | 43.32% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 28,134 CHF | 4,313 CHF | 99.27% | 99.27% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 30,000 CHF | 4,500 CHF | 99.27% | 99.27% |
11/07/2024 | 55.65% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 21,196 CHF | 3,620 CHF | 99.27% | 99.27% |
10/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,000 CHF | 3,000 CHF | 99.27% | 99.27% |
09/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,000 CHF | 3,000 CHF | 99.27% | 99.27% |
08/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,000 CHF | 3,000 CHF | 99.25% | 99.25% |
05/07/2024 | 52.79% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 22,804 CHF | 3,780 CHF | 99.27% | 99.27% |
04/07/2024 | 60.83% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 18,286 CHF | 3,329 CHF | 99.27% | 99.27% |
03/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,000 CHF | 3,000 CHF | 99.27% | 99.27% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,000 CHF | 3,000 CHF | 99.27% | 99.27% |