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 | 50.57% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,969,420 | 2,969,420 | 44,541 CHF | 74,323 CHF | 100.00% | 100.00% |
12/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,862,160 | 2,862,160 | 42,932 CHF | 71,617 CHF | 99.90% | 99.90% |
11/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,750,620 | 2,750,620 | 41,259 CHF | 68,828 CHF | 99.99% | 99.99% |
10/07/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,723,590 | 2,723,590 | 54,472 CHF | 81,770 CHF | 100.00% | 100.00% |
09/07/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,528,800 | 2,528,800 | 50,576 CHF | 75,927 CHF | 100.00% | 100.00% |
08/07/2024 | 40.47% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,611,080 | 2,611,080 | 52,222 CHF | 78,395 CHF | 100.00% | 100.00% |
05/07/2024 | 40.56% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,695,440 | 2,695,440 | 53,909 CHF | 80,964 CHF | 99.90% | 99.90% |
04/07/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,727,600 | 2,727,600 | 54,552 CHF | 81,828 CHF | 100.00% | 100.00% |
03/07/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,534,970 | 2,534,970 | 50,700 CHF | 76,112 CHF | 100.00% | 100.00% |
02/07/2024 | 34.69% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,422,700 | 2,422,700 | 58,665 CHF | 82,954 CHF | 100.00% | 100.00% |