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 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,890 | 2,971,890 | 14,860 CHF | 44,641 CHF | 100.00% | 100.00% |
12/07/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,830 | 2,971,830 | 14,859 CHF | 44,640 CHF | 100.00% | 100.00% |
11/07/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,770 | 2,971,770 | 14,859 CHF | 44,639 CHF | 99.82% | 99.82% |
10/07/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,900 | 2,971,900 | 14,860 CHF | 44,641 CHF | 100.00% | 100.00% |
09/07/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,800 | 2,971,800 | 14,859 CHF | 44,640 CHF | 99.74% | 99.74% |
08/07/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,924,220 | 2,924,220 | 14,621 CHF | 43,926 CHF | 100.00% | 100.00% |
05/07/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,937,550 | 2,937,550 | 14,688 CHF | 44,126 CHF | 99.70% | 99.70% |
04/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,958,200 | 2,958,200 | 14,791 CHF | 44,373 CHF | 99.81% | 99.81% |
03/07/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,844,930 | 2,844,930 | 14,225 CHF | 42,737 CHF | 100.00% | 100.00% |
02/07/2024 | 83.42% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,783,000 | 2,783,000 | 20,979 CHF | 48,871 CHF | 100.00% | 100.00% |