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 | 20.44% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 66,629 CHF | 13,605 CHF | 99.27% | 99.27% |
12/07/2024 | 17.02% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 81,252 CHF | 16,042 CHF | 99.27% | 99.27% |
11/07/2024 | 18.43% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 74,069 CHF | 14,845 CHF | 99.27% | 99.27% |
10/07/2024 | 23.19% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 57,715 CHF | 12,119 CHF | 99.27% | 99.27% |
09/07/2024 | 28.84% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 44,648 CHF | 9,941 CHF | 99.27% | 99.27% |
08/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 60,000 CHF | 12,500 CHF | 99.22% | 99.22% |
05/07/2024 | 18.80% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 72,712 CHF | 14,619 CHF | 99.27% | 99.27% |
04/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 75,000 CHF | 15,000 CHF | 99.27% | 99.27% |
03/07/2024 | 21.41% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 63,026 CHF | 13,004 CHF | 99.27% | 99.27% |
02/07/2024 | 26.33% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 50,300 CHF | 10,883 CHF | 99.27% | 99.27% |