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 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,660 | 2,987,660 | 44,815 CHF | 74,692 CHF | 100.00% | 100.00% |
12/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 44,814 CHF | 74,691 CHF | 100.00% | 100.00% |
11/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 44,815 CHF | 74,691 CHF | 100.00% | 100.00% |
10/07/2024 | 52.96% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 42,149 CHF | 72,026 CHF | 100.00% | 100.00% |
09/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 44,815 CHF | 74,691 CHF | 100.00% | 100.00% |
08/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 44,814 CHF | 74,691 CHF | 100.00% | 100.00% |
05/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,610 | 2,987,610 | 44,814 CHF | 74,690 CHF | 99.81% | 99.81% |
04/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,570 | 2,987,570 | 44,814 CHF | 74,689 CHF | 99.49% | 99.49% |
03/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,550 | 2,987,550 | 44,813 CHF | 74,689 CHF | 99.37% | 99.37% |
02/07/2024 | 51.26% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,600 | 2,987,600 | 43,680 CHF | 73,556 CHF | 100.00% | 100.00% |