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 | 49.99% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,019 CHF | 75,019 CHF | 100.00% | 100.00% |
12/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2,882,200 | 2,882,200 | 2,905,840 | 2,905,840 | 72,646 CHF | 101,704 CHF | 100.00% | 100.00% |
11/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2,979,200 | 2,979,200 | 2,990,880 | 2,990,880 | 74,772 CHF | 104,681 CHF | 99.83% | 99.83% |
10/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,000 CHF | 105,000 CHF | 100.00% | 100.00% |
09/07/2024 | 33.39% | 0.03 CHF | 0.04 CHF | 2,990,500 | 2,990,500 | 2,956,380 | 2,956,380 | 73,910 CHF | 103,506 CHF | 99.74% | 99.74% |
08/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2,911,900 | 2,911,900 | 2,898,280 | 2,898,280 | 72,457 CHF | 101,440 CHF | 100.00% | 100.00% |
05/07/2024 | 30.25% | 0.03 CHF | 0.04 CHF | 2,821,300 | 2,821,300 | 2,786,020 | 2,786,020 | 78,622 CHF | 106,482 CHF | 99.81% | 99.81% |
04/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2,885,700 | 2,885,700 | 2,896,340 | 2,896,340 | 72,409 CHF | 101,372 CHF | 100.00% | 100.00% |
03/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2,961,700 | 2,961,700 | 2,976,820 | 2,976,820 | 74,420 CHF | 104,189 CHF | 100.00% | 100.00% |
02/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,000 CHF | 105,000 CHF | 100.00% | 100.00% |