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 | 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% |
12/07/2024 | 33.13% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,644 CHF | 105,644 CHF | 100.00% | 100.00% |
11/07/2024 | 30.90% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 82,650 CHF | 112,650 CHF | 99.83% | 99.83% |
10/07/2024 | 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% |
09/07/2024 | 28.62% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,996,660 | 2,996,660 | 89,900 CHF | 119,900 CHF | 99.73% | 99.73% |
08/07/2024 | 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% |
05/07/2024 | 28.70% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 89,590 CHF | 119,590 CHF | 99.81% | 99.81% |
04/07/2024 | 29.20% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 88,033 CHF | 118,033 CHF | 100.00% | 100.00% |
03/07/2024 | 30.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 84,447 CHF | 114,447 CHF | 100.00% | 100.00% |
02/07/2024 | 29.01% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 88,609 CHF | 118,609 CHF | 100.00% | 100.00% |