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 | 26.55% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 98,491 CHF | 128,491 CHF | 100.00% | 100.00% |
12/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 105,000 CHF | 135,000 CHF | 100.00% | 100.00% |
11/07/2024 | 26.46% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 98,885 CHF | 128,885 CHF | 100.00% | 100.00% |
10/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 105,000 CHF | 135,000 CHF | 100.00% | 100.00% |
09/07/2024 | 25.04% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,996,600 | 2,996,600 | 104,881 CHF | 134,881 CHF | 100.00% | 100.00% |
08/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 105,000 CHF | 135,000 CHF | 100.00% | 100.00% |
05/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 105,000 CHF | 135,000 CHF | 100.00% | 100.00% |
04/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 105,000 CHF | 135,000 CHF | 100.00% | 100.00% |
03/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 105,000 CHF | 135,000 CHF | 100.00% | 100.00% |
02/07/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 105,000 CHF | 135,000 CHF | 100.00% | 100.00% |