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 | 20.39% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,971,590 | 2,971,590 | 133,411 CHF | 163,190 CHF | 98.88% | 98.88% |
12/07/2024 | 18.85% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,971,870 | 2,971,870 | 145,492 CHF | 175,274 CHF | 99.99% | 99.99% |
11/07/2024 | 20.26% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,957,940 | 2,957,940 | 134,835 CHF | 164,617 CHF | 100.00% | 100.00% |
10/07/2024 | 18.89% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,967,230 | 2,967,230 | 145,305 CHF | 175,086 CHF | 99.89% | 99.89% |
09/07/2024 | 18.47% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,971,710 | 2,971,710 | 148,585 CHF | 178,365 CHF | 99.43% | 99.43% |
08/07/2024 | 18.42% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,950,870 | 2,950,870 | 148,301 CHF | 177,899 CHF | 100.00% | 100.00% |
05/07/2024 | 17.05% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 2,808,040 | 2,808,040 | 153,360 CHF | 181,503 CHF | 99.35% | 99.35% |
04/07/2024 | 16.67% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 2,835,170 | 2,835,170 | 155,934 CHF | 184,286 CHF | 99.49% | 99.49% |
03/07/2024 | 15.89% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 2,782,740 | 2,782,740 | 164,178 CHF | 192,068 CHF | 99.36% | 99.36% |
02/07/2024 | 15.65% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 2,691,560 | 2,691,560 | 161,368 CHF | 188,346 CHF | 100.00% | 100.00% |