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 | 51.86% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 21,491 CHF | 6,082 CHF | 99.27% | 99.27% |
12/07/2024 | 44.24% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 26,436 CHF | 6,906 CHF | 99.27% | 99.27% |
11/07/2024 | 41.98% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 28,308 CHF | 7,218 CHF | 99.27% | 99.27% |
10/07/2024 | 46.12% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 25,065 CHF | 6,677 CHF | 99.27% | 99.27% |
09/07/2024 | 41.18% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 29,038 CHF | 7,340 CHF | 99.27% | 99.27% |
08/07/2024 | 38.93% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 31,054 CHF | 7,676 CHF | 99.21% | 99.21% |
05/07/2024 | 33.18% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 37,932 CHF | 8,822 CHF | 99.27% | 99.27% |
04/07/2024 | 44.49% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 26,346 CHF | 6,891 CHF | 99.27% | 99.27% |
03/07/2024 | 47.50% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 24,151 CHF | 6,525 CHF | 99.27% | 99.27% |
02/07/2024 | 56.44% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 19,136 CHF | 5,689 CHF | 99.27% | 99.27% |