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 | 22.96% | 0.04 CHF | 0.05 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 58,257 CHF | 14,652 CHF | 99.27% | 99.27% |
12/07/2024 | 23.49% | 0.04 CHF | 0.05 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 57,004 CHF | 14,401 CHF | 99.27% | 99.27% |
11/07/2024 | 24.90% | 0.04 CHF | 0.05 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 53,672 CHF | 13,735 CHF | 99.27% | 99.27% |
10/07/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 59,976 CHF | 14,995 CHF | 99.27% | 99.27% |
09/07/2024 | 27.57% | 0.04 CHF | 0.05 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 47,413 CHF | 12,483 CHF | 99.27% | 99.27% |
08/07/2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 44,948 CHF | 11,990 CHF | 99.22% | 99.22% |
05/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 45,000 CHF | 12,000 CHF | 99.27% | 99.27% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 45,000 CHF | 12,000 CHF | 99.27% | 99.27% |
03/07/2024 | 32.94% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 39,265 CHF | 10,853 CHF | 99.27% | 99.27% |
02/07/2024 | 29.53% | 0.02 CHF | 0.03 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 43,849 CHF | 11,770 CHF | 99.27% | 99.27% |