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 | 40.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,627,950 | 2,627,950 | 52,559 CHF | 78,920 CHF | 100.00% | 100.00% |
12/07/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,564,230 | 2,564,230 | 51,285 CHF | 76,990 CHF | 99.90% | 99.90% |
11/07/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,806,940 | 2,806,940 | 56,139 CHF | 84,271 CHF | 99.99% | 99.99% |
10/07/2024 | 48.85% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,823,800 | 2,823,800 | 44,863 CHF | 73,164 CHF | 100.00% | 100.00% |
09/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,949,130 | 2,949,130 | 44,237 CHF | 73,791 CHF | 100.00% | 100.00% |
08/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,881,260 | 2,881,260 | 43,219 CHF | 72,094 CHF | 100.00% | 100.00% |
05/07/2024 | 50.61% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,811,840 | 2,811,840 | 42,178 CHF | 70,400 CHF | 99.90% | 99.90% |
04/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,844,180 | 2,844,180 | 42,663 CHF | 71,105 CHF | 100.00% | 100.00% |
03/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,923,280 | 2,923,280 | 43,849 CHF | 73,145 CHF | 100.00% | 100.00% |
02/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,870 | 2,971,870 | 44,578 CHF | 74,359 CHF | 100.00% | 100.00% |