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 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 CHF | 45,000 CHF | 100.00% | 100.00% |
12/07/2024 | 28.25% | 0.04 CHF | 0.05 CHF | 1,273,400 | 1,273,400 | 1,283,830 | 1,283,830 | 39,093 CHF | 51,931 CHF | 100.00% | 100.00% |
11/07/2024 | 28.59% | 0.03 CHF | 0.04 CHF | 1,351,900 | 1,351,900 | 1,357,300 | 1,357,300 | 40,698 CHF | 54,271 CHF | 99.83% | 99.83% |
10/07/2024 | 33.30% | 0.03 CHF | 0.04 CHF | 1,414,900 | 1,414,900 | 1,420,510 | 1,420,510 | 35,565 CHF | 49,770 CHF | 100.00% | 100.00% |
09/07/2024 | 30.26% | 0.03 CHF | 0.04 CHF | 1,328,500 | 1,328,500 | 1,313,370 | 1,313,370 | 37,141 CHF | 50,290 CHF | 99.73% | 99.73% |
08/07/2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1,268,800 | 1,268,800 | 1,262,930 | 1,262,930 | 37,840 CHF | 50,470 CHF | 100.00% | 100.00% |
05/07/2024 | 25.83% | 0.03 CHF | 0.04 CHF | 1,187,300 | 1,187,300 | 1,172,490 | 1,172,490 | 39,659 CHF | 51,383 CHF | 99.81% | 99.81% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,260,500 | 1,260,500 | 1,265,180 | 1,265,180 | 37,955 CHF | 50,607 CHF | 100.00% | 100.00% |
03/07/2024 | 28.76% | 0.03 CHF | 0.04 CHF | 1,327,500 | 1,327,500 | 1,334,310 | 1,334,310 | 39,756 CHF | 53,100 CHF | 100.00% | 100.00% |
02/07/2024 | 32.80% | 0.03 CHF | 0.04 CHF | 1,368,900 | 1,368,900 | 1,377,080 | 1,377,080 | 35,188 CHF | 48,959 CHF | 99.99% | 99.99% |