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 | 28.98% | 0.03 CHF | 0.04 CHF | 2,541,800 | 2,541,800 | 1,127,590 | 1,127,590 | 33,798 CHF | 45,095 CHF | 100.00% | 100.00% |
12/07/2024 | 29.33% | 0.03 CHF | 0.04 CHF | 2,562,900 | 2,562,900 | 1,109,860 | 1,109,860 | 33,517 CHF | 44,736 CHF | 100.00% | 100.00% |
11/07/2024 | 32.92% | 0.03 CHF | 0.04 CHF | 2,870,300 | 2,870,300 | 1,267,700 | 1,267,700 | 34,259 CHF | 46,960 CHF | 100.00% | 100.00% |
10/07/2024 | 33.90% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,342,420 | 1,342,420 | 33,560 CHF | 47,043 CHF | 99.90% | 99.90% |
09/07/2024 | 35.80% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,328,900 | 1,328,900 | 33,223 CHF | 47,123 CHF | 97.09% | 99.70% |
08/07/2024 | 35.42% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,332,170 | 1,332,170 | 33,304 CHF | 47,059 CHF | 99.32% | 99.32% |
05/07/2024 | 33.71% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,364,190 | 1,364,190 | 34,105 CHF | 47,790 CHF | 99.90% | 99.90% |
04/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,236,300 | 1,236,300 | 990,569 | 990,569 | 24,764 CHF | 34,670 CHF | 99.58% | 99.58% |
03/07/2024 | 37.08% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,314,840 | 1,314,840 | 32,871 CHF | 47,047 CHF | 100.00% | 100.00% |
02/07/2024 | 35.12% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,398,020 | 1,398,020 | 33,592 CHF | 47,700 CHF | 100.00% | 100.00% |