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 | 3.66% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 403,075 CHF | 418,075 CHF | 100.00% | 100.00% |
12/07/2024 | 3.74% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 394,524 CHF | 409,524 CHF | 100.00% | 100.00% |
11/07/2024 | 3.30% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 447,035 CHF | 462,035 CHF | 99.99% | 99.99% |
10/07/2024 | 2.99% | 0.16 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 495,412 CHF | 510,412 CHF | 100.00% | 100.00% |
09/07/2024 | 2.99% | 0.18 CHF | 0.19 CHF | 3,000,000 | 3,000,000 | 2,996,690 | 2,996,690 | 495,383 CHF | 510,383 CHF | 100.00% | 100.00% |
08/07/2024 | 3.67% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 402,147 CHF | 417,147 CHF | 100.00% | 100.00% |
05/07/2024 | 3.79% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 388,822 CHF | 403,822 CHF | 99.64% | 99.64% |
04/07/2024 | 3.63% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 405,993 CHF | 420,993 CHF | 99.27% | 99.27% |
03/07/2024 | 3.33% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 444,232 CHF | 459,232 CHF | 100.00% | 100.00% |
02/07/2024 | 2.71% | 0.18 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 546,907 CHF | 561,907 CHF | 99.99% | 99.99% |