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 | 3.33% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 442,659 CHF | 457,659 CHF | 100.00% | 100.00% |
12/07/2024 | 3.41% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 433,112 CHF | 448,112 CHF | 99.85% | 99.85% |
11/07/2024 | 3.54% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 416,354 CHF | 431,354 CHF | 71.50% | 71.50% |
10/07/2024 | 3.77% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 390,431 CHF | 405,431 CHF | 99.38% | 99.38% |
09/07/2024 | 3.78% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 2,996,680 | 2,996,680 | 390,206 CHF | 405,206 CHF | 100.00% | 100.00% |
08/07/2024 | 3.64% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 404,706 CHF | 419,706 CHF | 100.00% | 100.00% |
05/07/2024 | 3.68% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 399,706 CHF | 414,706 CHF | 100.00% | 100.00% |
04/07/2024 | 3.78% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 389,246 CHF | 404,246 CHF | 100.00% | 100.00% |
03/07/2024 | 4.00% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 367,858 CHF | 382,858 CHF | 100.00% | 100.00% |
02/07/2024 | 4.22% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 348,034 CHF | 363,034 CHF | 99.96% | 99.96% |