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 | 10.92% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 130,268 CHF | 145,268 CHF | 100.00% | 100.00% |
12/07/2024 | 10.53% | 0.05 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 135,000 CHF | 150,000 CHF | 100.00% | 100.00% |
11/07/2024 | 9.91% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 144,349 CHF | 159,349 CHF | 100.00% | 100.00% |
10/07/2024 | 9.53% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 149,858 CHF | 164,858 CHF | 100.00% | 100.00% |
09/07/2024 | 9.53% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,996,620 | 2,996,620 | 150,018 CHF | 165,018 CHF | 100.00% | 100.00% |
08/07/2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 150,000 CHF | 165,000 CHF | 100.00% | 100.00% |
05/07/2024 | 9.53% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 149,869 CHF | 164,869 CHF | 100.00% | 100.00% |
04/07/2024 | 9.48% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 150,772 CHF | 165,772 CHF | 100.00% | 100.00% |
03/07/2024 | 8.84% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 162,399 CHF | 177,399 CHF | 100.00% | 100.00% |
02/07/2024 | 8.10% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 177,868 CHF | 192,868 CHF | 100.00% | 100.00% |