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 | 31.06% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,610,120 | 1,610,120 | 46,560 CHF | 62,705 CHF | 100.00% | 100.00% |
12/07/2024 | 33.40% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,005,040 | 2,005,040 | 51,296 CHF | 71,396 CHF | 100.00% | 100.00% |
11/07/2024 | 31.95% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,921,120 | 1,921,120 | 51,222 CHF | 70,480 CHF | 100.00% | 100.00% |
10/07/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,833,060 | 1,833,060 | 54,992 CHF | 73,365 CHF | 99.90% | 99.90% |
09/07/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,810,840 | 1,810,840 | 54,325 CHF | 72,476 CHF | 99.74% | 99.74% |
08/07/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,791,740 | 1,791,740 | 53,752 CHF | 71,711 CHF | 99.31% | 99.31% |
05/07/2024 | 28.97% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,762,500 | 1,762,500 | 52,875 CHF | 70,540 CHF | 99.89% | 99.89% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,934,300 | 1,934,300 | 1,550,180 | 1,550,180 | 46,506 CHF | 62,007 CHF | 99.58% | 99.58% |
03/07/2024 | 31.36% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,771,010 | 1,771,010 | 53,005 CHF | 71,009 CHF | 100.00% | 100.00% |
02/07/2024 | 29.86% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,892,580 | 1,892,580 | 54,994 CHF | 73,965 CHF | 100.00% | 100.00% |