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 | 12.08% | 0.07 CHF | 0.08 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 116,954 CHF | 26,391 CHF | 99.27% | 99.27% |
12/07/2024 | 13.35% | 0.07 CHF | 0.08 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 105,094 CHF | 24,019 CHF | 99.27% | 99.27% |
11/07/2024 | 13.31% | 0.07 CHF | 0.08 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 105,211 CHF | 24,042 CHF | 99.27% | 99.27% |
10/07/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 105,046 CHF | 24,009 CHF | 99.27% | 99.27% |
09/07/2024 | 15.11% | 0.07 CHF | 0.08 CHF | 1,500,000 | 300,000 | 1,499,990 | 300,000 | 92,128 CHF | 21,426 CHF | 99.27% | 99.27% |
08/07/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 90,000 CHF | 21,000 CHF | 99.22% | 99.22% |
05/07/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 89,998 CHF | 21,000 CHF | 99.27% | 99.27% |
04/07/2024 | 15.70% | 0.06 CHF | 0.07 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 88,292 CHF | 20,658 CHF | 99.27% | 99.27% |
03/07/2024 | 17.34% | 0.06 CHF | 0.07 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 79,494 CHF | 18,899 CHF | 99.27% | 99.27% |
02/07/2024 | 17.79% | 0.05 CHF | 0.06 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 77,116 CHF | 18,423 CHF | 99.27% | 99.27% |