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 | 26.61% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,910 | 2,971,910 | 98,787 CHF | 128,568 CHF | 100.00% | 100.00% |
12/07/2024 | 28.02% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,910 | 2,971,910 | 93,127 CHF | 122,908 CHF | 100.00% | 100.00% |
11/07/2024 | 28.95% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,880 | 2,971,880 | 89,228 CHF | 119,009 CHF | 100.00% | 100.00% |
10/07/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,870 | 2,971,870 | 89,156 CHF | 118,937 CHF | 100.00% | 100.00% |
09/07/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,880 | 2,971,880 | 89,156 CHF | 118,938 CHF | 100.00% | 100.00% |
08/07/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,760 | 2,971,760 | 89,153 CHF | 118,933 CHF | 100.00% | 100.00% |
05/07/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,770 | 2,971,770 | 89,153 CHF | 118,934 CHF | 100.00% | 100.00% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 90,000 CHF | 120,000 CHF | 100.00% | 100.00% |
03/07/2024 | 28.98% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,970,910 | 2,970,910 | 89,127 CHF | 118,901 CHF | 96.78% | 96.78% |
02/07/2024 | 26.09% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,880 | 2,971,880 | 100,960 CHF | 130,742 CHF | 100.00% | 100.00% |