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 | 33.76% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,966,080 | 2,966,080 | 74,470 CHF | 104,251 CHF | 99.98% | 99.98% |
12/07/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,870 | 2,971,870 | 74,297 CHF | 104,078 CHF | 100.00% | 100.00% |
11/07/2024 | 34.00% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,957,280 | 2,957,280 | 73,932 CHF | 103,712 CHF | 100.00% | 100.00% |
10/07/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,870 | 2,971,870 | 74,297 CHF | 104,078 CHF | 100.00% | 100.00% |
09/07/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,860 | 2,971,860 | 74,297 CHF | 104,078 CHF | 100.00% | 100.00% |
08/07/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,780 | 2,971,780 | 74,295 CHF | 104,075 CHF | 100.00% | 100.00% |
05/07/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,740 | 2,971,740 | 74,294 CHF | 104,074 CHF | 99.82% | 99.82% |
04/07/2024 | 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 | 98.30% | 98.30% |
03/07/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,810 | 2,971,810 | 74,295 CHF | 104,076 CHF | 100.00% | 100.00% |
02/07/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,959,280 | 2,959,280 | 73,982 CHF | 103,637 CHF | 100.00% | 100.00% |