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 | 16.22% | 0.06 CHF | 0.07 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 85,066 CHF | 3,336 CHF | 99.27% | 99.27% |
12/07/2024 | 18.09% | 0.05 CHF | 0.06 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 75,484 CHF | 3,016 CHF | 99.27% | 99.27% |
11/07/2024 | 19.21% | 0.05 CHF | 0.06 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 70,828 CHF | 2,861 CHF | 99.27% | 99.27% |
10/07/2024 | 18.84% | 0.05 CHF | 0.06 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 72,294 CHF | 2,910 CHF | 99.27% | 99.27% |
09/07/2024 | 19.13% | 0.05 CHF | 0.06 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 70,950 CHF | 2,865 CHF | 99.27% | 99.27% |
08/07/2024 | 18.36% | 0.05 CHF | 0.06 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 74,282 CHF | 2,976 CHF | 99.21% | 99.21% |
05/07/2024 | 18.60% | 0.05 CHF | 0.06 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 73,217 CHF | 2,941 CHF | 99.27% | 99.27% |
04/07/2024 | 19.44% | 0.05 CHF | 0.06 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 69,708 CHF | 2,824 CHF | 99.27% | 99.27% |
03/07/2024 | 17.51% | 0.05 CHF | 0.06 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 78,534 CHF | 3,118 CHF | 99.27% | 99.27% |
02/07/2024 | 15.79% | 0.06 CHF | 0.07 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 88,031 CHF | 3,434 CHF | 90.86% | 90.86% |