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 | 22.56% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,146,220 | 2,146,220 | 85,849 CHF | 107,365 CHF | 100.00% | 100.00% |
12/07/2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,051,850 | 2,051,850 | 82,074 CHF | 102,643 CHF | 100.00% | 100.00% |
11/07/2024 | 20.92% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 1,969,300 | 1,969,300 | 85,532 CHF | 105,374 CHF | 100.00% | 100.00% |
10/07/2024 | 20.31% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 1,913,180 | 1,913,180 | 86,093 CHF | 105,271 CHF | 100.00% | 100.00% |
09/07/2024 | 20.31% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 1,949,660 | 1,949,660 | 87,735 CHF | 107,279 CHF | 100.00% | 100.00% |
08/07/2024 | 22.24% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,035,240 | 2,035,240 | 83,298 CHF | 103,702 CHF | 100.00% | 100.00% |
05/07/2024 | 22.32% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,052,270 | 2,052,270 | 83,615 CHF | 104,189 CHF | 99.71% | 99.71% |
04/07/2024 | 22.16% | 0.04 CHF | 0.05 CHF | 2,442,700 | 2,442,700 | 1,948,480 | 1,948,480 | 78,283 CHF | 97,768 CHF | 98.81% | 98.81% |
03/07/2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,027,790 | 2,027,790 | 81,112 CHF | 101,440 CHF | 99.36% | 99.36% |
02/07/2024 | 22.56% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,058,880 | 2,058,880 | 82,355 CHF | 102,995 CHF | 100.00% | 100.00% |