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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 97.94% | 97.94% |
24/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 95.91% | 95.91% |
23/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 95.99% | 95.99% |
22/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 98.73% | 98.73% |
19/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.10% | 99.10% |
18/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.25% | 99.25% |
17/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.27% | 99.27% |
16/07/2024 | 66.63% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,023 CHF | 4,003 CHF | 99.27% | 99.27% |
15/07/2024 | 47.02% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 26,056 CHF | 5,474 CHF | 99.27% | 99.27% |
12/07/2024 | 31.81% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 40,753 CHF | 7,434 CHF | 99.27% | 99.27% |