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 | 40.50% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,964,560 | 2,964,560 | 59,446 CHF | 89,224 CHF | 98.75% | 98.75% |
12/07/2024 | 29.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,969,160 | 2,969,160 | 88,543 CHF | 118,324 CHF | 99.75% | 99.75% |
11/07/2024 | 37.85% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,955,150 | 2,955,150 | 65,665 CHF | 95,447 CHF | 100.00% | 100.00% |
10/07/2024 | 39.59% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,967,150 | 2,967,150 | 61,519 CHF | 91,300 CHF | 100.00% | 100.00% |
09/07/2024 | 33.82% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,968,290 | 2,968,290 | 74,207 CHF | 103,987 CHF | 99.14% | 99.14% |
08/07/2024 | 30.24% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,968,340 | 2,968,340 | 85,239 CHF | 115,019 CHF | 100.00% | 100.00% |
05/07/2024 | 32.47% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,971,500 | 2,971,500 | 78,356 CHF | 108,135 CHF | 99.29% | 99.29% |
04/07/2024 | 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 | 95.28% | 95.28% |
03/07/2024 | 25.27% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,719,370 | 2,719,370 | 95,859 CHF | 123,115 CHF | 96.25% | 96.25% |
02/07/2024 | 15.25% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,096,780 | 2,096,780 | 129,166 CHF | 150,260 CHF | 99.17% | 99.17% |