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 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,850 | 1,460,920 | 58,437 CHF | 43,828 CHF | 100.00% | 100.00% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,920 | 1,460,960 | 58,438 CHF | 43,829 CHF | 100.00% | 100.00% |
11/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,860 | 1,460,930 | 58,437 CHF | 43,828 CHF | 100.00% | 100.00% |
10/07/2024 | 39.94% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,690 | 1,460,840 | 58,570 CHF | 43,893 CHF | 99.83% | 99.83% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,820 | 1,460,910 | 58,436 CHF | 43,827 CHF | 100.00% | 100.00% |
08/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,924,920 | 1,462,460 | 58,498 CHF | 43,874 CHF | 99.68% | 99.68% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,530 | 1,460,770 | 58,431 CHF | 43,823 CHF | 99.64% | 99.64% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,830 | 1,460,910 | 58,437 CHF | 43,827 CHF | 100.00% | 100.00% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,830 | 1,460,910 | 58,437 CHF | 43,827 CHF | 100.00% | 100.00% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,500,000 | 2,921,820 | 1,460,910 | 58,436 CHF | 43,827 CHF | 100.00% | 100.00% |