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 | 28.13% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 46,037 CHF | 8,138 CHF | 99.27% | 99.27% |
12/07/2024 | 23.22% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 57,634 CHF | 9,685 CHF | 99.27% | 99.27% |
11/07/2024 | 18.98% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 72,024 CHF | 11,603 CHF | 99.27% | 99.27% |
10/07/2024 | 18.42% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 74,117 CHF | 11,882 CHF | 99.27% | 99.27% |
09/07/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 60,000 CHF | 10,000 CHF | 99.27% | 99.27% |
08/07/2024 | 21.41% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 63,010 CHF | 10,401 CHF | 99.22% | 99.22% |
05/07/2024 | 22.13% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 60,360 CHF | 10,048 CHF | 99.27% | 99.27% |
04/07/2024 | 22.31% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 59,791 CHF | 9,972 CHF | 99.27% | 99.27% |
03/07/2024 | 18.61% | 0.04 CHF | 0.05 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 75,016 CHF | 12,002 CHF | 99.27% | 99.27% |
02/07/2024 | 15.80% | 0.05 CHF | 0.06 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 87,760 CHF | 13,701 CHF | 99.27% | 99.27% |