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 | 34.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 37,877 CHF | 8,813 CHF | 99.27% | 99.27% |
12/07/2024 | 28.75% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 44,761 CHF | 9,960 CHF | 99.27% | 99.27% |
11/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 45,000 CHF | 10,000 CHF | 99.27% | 99.27% |
10/07/2024 | 30.05% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 43,061 CHF | 9,677 CHF | 99.27% | 99.27% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 99.27% | 99.27% |
08/07/2024 | 33.59% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 38,416 CHF | 8,903 CHF | 99.24% | 99.24% |
05/07/2024 | 38.36% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 32,157 CHF | 7,860 CHF | 99.27% | 99.27% |
04/07/2024 | 37.99% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 32,642 CHF | 7,940 CHF | 99.27% | 99.27% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 99.27% | 99.27% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 99.27% | 99.27% |