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 | 19.53% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 69,982 CHF | 11,331 CHF | 97.93% | 97.93% |
24/07/2024 | 13.71% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 102,241 CHF | 15,632 CHF | 95.91% | 95.91% |
23/07/2024 | 12.70% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 111,010 CHF | 16,801 CHF | 95.99% | 95.99% |
22/07/2024 | 13.63% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 104,089 CHF | 15,879 CHF | 98.73% | 98.73% |
19/07/2024 | 13.36% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 105,246 CHF | 16,033 CHF | 99.10% | 99.10% |
18/07/2024 | 11.31% | 0.08 CHF | 0.09 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 125,737 CHF | 18,765 CHF | 99.25% | 99.25% |
17/07/2024 | 10.15% | 0.09 CHF | 0.10 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 140,713 CHF | 20,762 CHF | 99.27% | 99.27% |
16/07/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 164,854 CHF | 23,981 CHF | 99.27% | 99.27% |
15/07/2024 | 8.38% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 172,425 CHF | 24,990 CHF | 99.27% | 99.27% |
12/07/2024 | 7.88% | 0.12 CHF | 0.13 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 182,953 CHF | 26,394 CHF | 99.27% | 99.27% |