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 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,670 | 2,987,670 | 74,692 CHF | 104,568 CHF | 100.00% | 100.00% |
12/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 74,691 CHF | 104,567 CHF | 100.00% | 100.00% |
11/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 74,691 CHF | 104,567 CHF | 100.00% | 100.00% |
10/07/2024 | 32.43% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 77,521 CHF | 107,397 CHF | 100.00% | 100.00% |
09/07/2024 | 32.11% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 78,489 CHF | 108,365 CHF | 100.00% | 100.00% |
08/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,620 | 2,987,620 | 74,691 CHF | 104,567 CHF | 100.00% | 100.00% |
05/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,610 | 2,987,610 | 74,690 CHF | 104,566 CHF | 99.82% | 99.82% |
04/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,570 | 2,987,570 | 74,689 CHF | 104,565 CHF | 99.50% | 99.50% |
03/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,550 | 2,987,550 | 74,689 CHF | 104,564 CHF | 99.36% | 99.36% |
02/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 74,691 CHF | 104,567 CHF | 100.00% | 100.00% |