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 | 31.14% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 81,588 CHF | 111,465 CHF | 99.97% | 99.97% |
12/07/2024 | 29.46% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 86,816 CHF | 116,693 CHF | 100.00% | 100.00% |
11/07/2024 | 33.08% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 75,504 CHF | 105,380 CHF | 100.00% | 100.00% |
10/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 74,691 CHF | 104,568 CHF | 100.00% | 100.00% |
09/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 74,691 CHF | 104,567 CHF | 100.00% | 100.00% |
08/07/2024 | 31.68% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 79,897 CHF | 109,773 CHF | 100.00% | 100.00% |
05/07/2024 | 30.98% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,610 | 2,987,610 | 82,048 CHF | 111,924 CHF | 99.82% | 99.82% |
04/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,580 | 2,987,580 | 74,689 CHF | 104,565 CHF | 99.50% | 99.50% |
03/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 74,691 CHF | 104,567 CHF | 100.00% | 100.00% |
02/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 74,691 CHF | 104,567 CHF | 100.00% | 100.00% |