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 | 18.18% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,000 CHF | 90,000 CHF | 100.00% | 100.00% |
12/07/2024 | 18.18% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,000 CHF | 90,000 CHF | 100.00% | 100.00% |
11/07/2024 | 16.11% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 86,104 CHF | 101,104 CHF | 99.92% | 99.92% |
10/07/2024 | 15.38% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 90,000 CHF | 105,000 CHF | 100.00% | 100.00% |
09/07/2024 | 15.35% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 90,246 CHF | 105,246 CHF | 100.00% | 100.00% |
08/07/2024 | 15.09% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 92,152 CHF | 107,152 CHF | 100.00% | 100.00% |
05/07/2024 | 15.07% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 92,330 CHF | 107,330 CHF | 100.00% | 100.00% |
04/07/2024 | 15.00% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 92,803 CHF | 107,803 CHF | 100.00% | 100.00% |
03/07/2024 | 14.35% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 97,566 CHF | 112,566 CHF | 100.00% | 100.00% |
02/07/2024 | 13.33% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 105,000 CHF | 120,000 CHF | 100.00% | 100.00% |