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 | 50.55% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 24,065 CHF | 5,209 CHF | 99.27% | 99.27% |
12/07/2024 | 40.36% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 29,795 CHF | 5,973 CHF | 99.27% | 99.27% |
11/07/2024 | 40.11% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,017 CHF | 6,002 CHF | 99.27% | 99.27% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,000 CHF | 6,000 CHF | 99.27% | 99.27% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,000 CHF | 6,000 CHF | 99.27% | 99.27% |
08/07/2024 | 40.88% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 29,503 CHF | 5,934 CHF | 99.21% | 99.21% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,000 CHF | 6,000 CHF | 99.27% | 99.27% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,000 CHF | 6,000 CHF | 99.27% | 99.27% |
03/07/2024 | 39.71% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 30,383 CHF | 6,051 CHF | 99.27% | 99.27% |
02/07/2024 | 34.80% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 36,829 CHF | 6,911 CHF | 99.27% | 99.27% |