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 | 64.99% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,798 CHF | 3,080 CHF | 99.27% | 99.27% |
12/07/2024 | 64.28% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 15,961 CHF | 3,096 CHF | 99.27% | 99.27% |
11/07/2024 | 69.75% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 14,136 CHF | 2,914 CHF | 99.27% | 99.27% |
10/07/2024 | 93.25% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 8,959 CHF | 2,396 CHF | 99.27% | 99.27% |
09/07/2024 | 83.95% | 0.00 CHF | 0.01 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 11,122 CHF | 2,612 CHF | 99.27% | 99.27% |
08/07/2024 | 58.58% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 19,392 CHF | 3,439 CHF | 99.22% | 99.22% |
05/07/2024 | 57.34% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 18,944 CHF | 3,394 CHF | 99.27% | 99.27% |
04/07/2024 | 68.51% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 14,517 CHF | 2,952 CHF | 99.27% | 99.27% |
03/07/2024 | 78.96% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 11,684 CHF | 2,668 CHF | 99.27% | 99.27% |
02/07/2024 | 73.03% | 0.01 CHF | 0.02 CHF | 1,500,000 | 150,000 | 1,500,000 | 150,000 | 13,247 CHF | 2,825 CHF | 99.27% | 99.27% |