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 | 35.18% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 36,321 CHF | 5,132 CHF | 99.27% | 99.27% |
12/07/2024 | 43.97% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 27,769 CHF | 4,277 CHF | 99.27% | 99.27% |
11/07/2024 | 57.80% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 19,989 CHF | 3,499 CHF | 99.27% | 99.27% |
10/07/2024 | 47.45% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 25,812 CHF | 4,081 CHF | 99.27% | 99.27% |
09/07/2024 | 42.29% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 28,714 CHF | 4,371 CHF | 99.27% | 99.27% |
08/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 30,000 CHF | 4,500 CHF | 99.21% | 99.21% |
05/07/2024 | 40.75% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 29,576 CHF | 4,458 CHF | 99.27% | 99.27% |
04/07/2024 | 54.33% | 0.02 CHF | 0.03 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 21,939 CHF | 3,694 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% |