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 | 50.84% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 23,901 CHF | 6,484 CHF | 99.27% | 99.27% |
12/07/2024 | 41.31% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 29,264 CHF | 7,377 CHF | 99.27% | 99.27% |
11/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 99.27% | 99.27% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 99.27% | 99.27% |
09/07/2024 | 58.26% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 19,729 CHF | 5,788 CHF | 99.27% | 99.27% |
08/07/2024 | 50.94% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 23,849 CHF | 6,475 CHF | 99.25% | 99.25% |
05/07/2024 | 41.61% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 29,095 CHF | 7,349 CHF | 99.27% | 99.27% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 99.27% | 99.27% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 99.27% | 99.27% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 99.27% | 99.27% |