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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 37.49% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 33,293 CHF | 6,439 CHF | 97.94% | 97.94% |
24/07/2024 | 24.68% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 54,204 CHF | 9,227 CHF | 95.90% | 95.90% |
23/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 60,000 CHF | 10,000 CHF | 95.99% | 95.99% |
22/07/2024 | 24.84% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 53,817 CHF | 9,176 CHF | 98.72% | 98.72% |
19/07/2024 | 24.00% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 55,807 CHF | 9,441 CHF | 99.10% | 99.10% |
18/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 60,000 CHF | 10,000 CHF | 99.26% | 99.26% |
17/07/2024 | 20.70% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 65,666 CHF | 10,755 CHF | 99.27% | 99.27% |
16/07/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 75,000 CHF | 12,000 CHF | 99.27% | 99.27% |
15/07/2024 | 18.05% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 77,011 CHF | 12,268 CHF | 99.27% | 99.27% |
12/07/2024 | 14.81% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 94,245 CHF | 14,566 CHF | 99.27% | 99.27% |