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 | 3,000,000 | 2,987,630 | 2,987,630 | 59,753 CHF | 89,629 CHF | 99.97% | 99.97% |
12/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 59,753 CHF | 89,629 CHF | 100.00% | 100.00% |
11/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 59,753 CHF | 89,630 CHF | 100.00% | 100.00% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 59,753 CHF | 89,630 CHF | 100.00% | 100.00% |
09/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 59,753 CHF | 89,629 CHF | 100.00% | 100.00% |
08/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 59,753 CHF | 89,629 CHF | 100.00% | 100.00% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,610 | 2,987,610 | 59,752 CHF | 89,628 CHF | 99.82% | 99.82% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,580 | 2,987,580 | 59,752 CHF | 89,627 CHF | 99.50% | 99.50% |
03/07/2024 | 38.50% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 63,119 CHF | 92,995 CHF | 99.98% | 99.98% |
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% |