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 | 34.43% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 72,529 CHF | 102,529 CHF | 100.00% | 100.00% |
12/07/2024 | 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% |
11/07/2024 | 38.71% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 62,910 CHF | 92,910 CHF | 99.83% | 99.83% |
10/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 90,000 CHF | 100.00% | 100.00% |
09/07/2024 | 39.30% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,996,710 | 2,996,710 | 61,639 CHF | 91,639 CHF | 99.73% | 99.73% |
08/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 90,000 CHF | 100.00% | 100.00% |
05/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 90,000 CHF | 99.81% | 99.81% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 90,000 CHF | 100.00% | 100.00% |
03/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 90,000 CHF | 100.00% | 100.00% |
02/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 90,000 CHF | 100.00% | 100.00% |