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 | 13.03% | 0.07 CHF | 0.08 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 107,861 CHF | 12,286 CHF | 99.27% | 99.27% |
12/07/2024 | 12.80% | 0.07 CHF | 0.08 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 110,082 CHF | 12,508 CHF | 99.27% | 99.27% |
11/07/2024 | 15.17% | 0.07 CHF | 0.08 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 92,001 CHF | 10,700 CHF | 99.27% | 99.27% |
10/07/2024 | 17.68% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 77,715 CHF | 9,272 CHF | 99.27% | 99.27% |
09/07/2024 | 16.57% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 83,623 CHF | 9,862 CHF | 99.27% | 99.27% |
08/07/2024 | 17.28% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 79,819 CHF | 9,482 CHF | 99.25% | 99.25% |
05/07/2024 | 17.07% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 80,959 CHF | 9,596 CHF | 99.27% | 99.27% |
04/07/2024 | 16.69% | 0.06 CHF | 0.07 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 82,988 CHF | 9,799 CHF | 99.27% | 99.27% |
03/07/2024 | 19.41% | 0.05 CHF | 0.06 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 70,457 CHF | 8,546 CHF | 99.27% | 99.27% |
02/07/2024 | 20.29% | 0.04 CHF | 0.05 CHF | 1,500,000 | 150,000 | 1,500,000 | 149,891 | 67,172 CHF | 8,211 CHF | 99.27% | 99.27% |