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 | 18.41% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 74,163 CHF | 14,860 CHF | 99.27% | 99.27% |
12/07/2024 | 17.97% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 76,132 CHF | 15,189 CHF | 99.27% | 99.27% |
11/07/2024 | 18.41% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 74,146 CHF | 14,858 CHF | 99.27% | 99.27% |
10/07/2024 | 22.98% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 58,207 CHF | 12,201 CHF | 99.27% | 99.27% |
09/07/2024 | 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% |
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 | 19.15% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 71,395 CHF | 14,399 CHF | 99.27% | 99.27% |
04/07/2024 | 19.57% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 69,840 CHF | 14,140 CHF | 99.27% | 99.27% |
03/07/2024 | 21.54% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 62,546 CHF | 12,924 CHF | 99.27% | 99.27% |
02/07/2024 | 24.27% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 55,159 CHF | 11,693 CHF | 99.27% | 99.27% |