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 | 5.04% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 290,561 CHF | 305,561 CHF | 100.00% | 100.00% |
12/07/2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 285,000 CHF | 300,000 CHF | 100.00% | 100.00% |
11/07/2024 | 5.12% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 285,754 CHF | 300,754 CHF | 100.00% | 100.00% |
10/07/2024 | 4.90% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 298,644 CHF | 313,644 CHF | 100.00% | 100.00% |
09/07/2024 | 4.98% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 2,999,620 | 2,999,620 | 293,986 CHF | 308,986 CHF | 100.00% | 100.00% |
08/07/2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 285,000 CHF | 300,000 CHF | 98.72% | 98.72% |
05/07/2024 | 5.14% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 284,160 CHF | 299,160 CHF | 100.00% | 100.00% |
04/07/2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 284,999 CHF | 299,999 CHF | 100.00% | 100.00% |
03/07/2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 300,000 CHF | 315,000 CHF | 100.00% | 100.00% |
02/07/2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 300,000 CHF | 315,000 CHF | 100.00% | 100.00% |