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 | 20.08% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 67,448 CHF | 13,741 CHF | 99.27% | 99.27% |
12/07/2024 | 19.35% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 70,281 CHF | 14,213 CHF | 99.27% | 99.27% |
11/07/2024 | 21.56% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 63,174 CHF | 13,029 CHF | 99.27% | 99.27% |
10/07/2024 | 30.50% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 42,057 CHF | 9,509 CHF | 99.27% | 99.27% |
09/07/2024 | 42.65% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 27,846 CHF | 7,141 CHF | 99.27% | 99.27% |
08/07/2024 | 54.38% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 20,396 CHF | 5,899 CHF | 99.22% | 99.22% |
05/07/2024 | 46.28% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 25,008 CHF | 6,668 CHF | 99.27% | 99.27% |
04/07/2024 | 52.80% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 21,214 CHF | 6,036 CHF | 99.27% | 99.27% |
03/07/2024 | 58.97% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 18,023 CHF | 5,504 CHF | 99.27% | 99.27% |
02/07/2024 | 55.55% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 19,557 CHF | 5,759 CHF | 99.27% | 99.27% |