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 | 19.19% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 70,730 CHF | 8,573 CHF | 99.27% | 99.27% |
12/07/2024 | 18.73% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 72,853 CHF | 8,785 CHF | 99.27% | 99.27% |
11/07/2024 | 25.96% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 51,126 CHF | 6,613 CHF | 99.27% | 99.27% |
10/07/2024 | 27.29% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 47,582 CHF | 6,258 CHF | 99.27% | 99.27% |
09/07/2024 | 28.25% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 45,667 CHF | 6,067 CHF | 99.27% | 99.27% |
08/07/2024 | 27.75% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 46,592 CHF | 6,159 CHF | 99.25% | 99.25% |
05/07/2024 | 27.85% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 46,504 CHF | 6,150 CHF | 99.27% | 99.27% |
04/07/2024 | 29.73% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 43,363 CHF | 5,836 CHF | 99.27% | 99.27% |
03/07/2024 | 33.69% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 37,351 CHF | 5,235 CHF | 99.27% | 99.27% |
02/07/2024 | 35.03% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 35,403 CHF | 5,040 CHF | 99.27% | 99.27% |