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 | 39.86% | 0.02 CHF | 0.03 CHF | 1,661,600 | 1,661,600 | 1,664,460 | 1,664,460 | 33,460 CHF | 50,105 CHF | 100.00% | 100.00% |
12/07/2024 | 34.05% | 0.03 CHF | 0.04 CHF | 1,620,700 | 1,620,700 | 1,614,020 | 1,614,020 | 39,476 CHF | 55,616 CHF | 100.00% | 100.00% |
11/07/2024 | 38.21% | 0.03 CHF | 0.04 CHF | 1,604,000 | 1,604,000 | 1,609,180 | 1,609,180 | 34,331 CHF | 50,423 CHF | 100.00% | 100.00% |
10/07/2024 | 33.40% | 0.03 CHF | 0.04 CHF | 1,617,800 | 1,617,800 | 1,611,370 | 1,611,370 | 40,202 CHF | 56,316 CHF | 100.00% | 100.00% |
09/07/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,378,900 | 1,378,900 | 1,372,200 | 1,372,200 | 34,305 CHF | 48,027 CHF | 100.00% | 100.00% |
08/07/2024 | 29.76% | 0.03 CHF | 0.04 CHF | 1,207,800 | 1,207,800 | 1,202,820 | 1,202,820 | 34,606 CHF | 46,634 CHF | 100.00% | 100.00% |
05/07/2024 | 28.65% | 0.03 CHF | 0.04 CHF | 1,483,500 | 1,483,500 | 1,500,190 | 1,500,190 | 44,887 CHF | 59,889 CHF | 99.23% | 99.23% |
04/07/2024 | 34.17% | 0.03 CHF | 0.04 CHF | 2,481,900 | 2,481,900 | 2,505,700 | 2,505,700 | 61,046 CHF | 86,103 CHF | 99.49% | 99.49% |
03/07/2024 | 51.24% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,550 | 2,987,550 | 43,701 CHF | 73,576 CHF | 99.35% | 99.35% |
02/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 29,876 CHF | 59,753 CHF | 100.00% | 100.00% |