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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 CHF | 5,000 CHF | 99.38% | 99.38% |
12/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 CHF | 5,000 CHF | 99.38% | 99.38% |
11/07/2024 | 44.66% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 29,038 CHF | 7,340 CHF | 99.37% | 99.37% |
10/07/2024 | 10.72% | 0.10 CHF | 0.11 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 133,073 CHF | 24,679 CHF | 99.37% | 99.37% |
09/07/2024 | 11.15% | 0.09 CHF | 0.10 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 127,485 CHF | 23,748 CHF | 99.37% | 99.37% |
08/07/2024 | 12.40% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 113,958 CHF | 21,493 CHF | 99.38% | 99.38% |
05/07/2024 | 13.06% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 107,764 CHF | 20,461 CHF | 99.38% | 99.38% |
04/07/2024 | 13.08% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 107,395 CHF | 20,399 CHF | 98.82% | 98.82% |
03/07/2024 | 13.29% | 0.07 CHF | 0.08 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 105,397 CHF | 20,066 CHF | 99.38% | 99.38% |
02/07/2024 | 13.49% | 0.06 CHF | 0.07 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 103,829 CHF | 19,805 CHF | 99.38% | 99.38% |