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 | 20.25% | 0.04 CHF | 0.05 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 67,722 CHF | 8,272 CHF | 99.27% | 99.27% |
12/07/2024 | 15.82% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 87,676 CHF | 10,268 CHF | 99.27% | 99.27% |
11/07/2024 | 19.26% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 71,033 CHF | 8,603 CHF | 99.27% | 99.27% |
10/07/2024 | 27.77% | 0.04 CHF | 0.05 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 46,892 CHF | 6,189 CHF | 99.27% | 99.27% |
09/07/2024 | 24.19% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 55,355 CHF | 7,035 CHF | 99.27% | 99.27% |
08/07/2024 | 20.22% | 0.04 CHF | 0.05 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 67,416 CHF | 8,242 CHF | 99.22% | 99.22% |
05/07/2024 | 24.39% | 0.04 CHF | 0.05 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 54,886 CHF | 6,989 CHF | 99.27% | 99.27% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 45,000 CHF | 6,000 CHF | 99.27% | 99.27% |
03/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 45,000 CHF | 6,000 CHF | 99.27% | 99.27% |
02/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 45,000 CHF | 6,000 CHF | 99.27% | 99.27% |