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 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,808,790 | 1,808,790 | 27,132 CHF | 45,262 CHF | 100.00% | 100.00% |
12/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,921,670 | 1,921,670 | 28,825 CHF | 48,088 CHF | 100.00% | 100.00% |
11/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,982,530 | 1,982,530 | 29,738 CHF | 49,612 CHF | 99.83% | 99.83% |
10/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,959,010 | 1,959,010 | 29,385 CHF | 49,023 CHF | 100.00% | 100.00% |
09/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,809,860 | 1,809,860 | 27,148 CHF | 45,289 CHF | 99.74% | 99.74% |
08/07/2024 | 42.44% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,696,510 | 1,696,510 | 30,987 CHF | 47,990 CHF | 100.00% | 100.00% |
05/07/2024 | 42.15% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,663,940 | 1,663,940 | 30,778 CHF | 47,455 CHF | 99.81% | 99.81% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,764,900 | 1,764,900 | 1,413,140 | 1,413,140 | 28,263 CHF | 42,394 CHF | 99.98% | 99.98% |
03/07/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,635,530 | 1,635,530 | 32,711 CHF | 49,102 CHF | 99.98% | 99.98% |
02/07/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,603,080 | 1,603,080 | 32,062 CHF | 48,127 CHF | 100.00% | 100.00% |