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 | 50.53% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,514,900 | 2,514,900 | 37,724 CHF | 62,930 CHF | 99.39% | 99.39% |
12/07/2024 | 42.34% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,328,440 | 2,328,440 | 43,706 CHF | 67,065 CHF | 100.00% | 100.00% |
11/07/2024 | 50.78% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,615,600 | 2,615,600 | 39,287 CHF | 65,643 CHF | 100.00% | 100.00% |
10/07/2024 | 42.92% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,301,500 | 2,301,500 | 42,601 CHF | 65,671 CHF | 100.00% | 100.00% |
09/07/2024 | 42.34% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,284,300 | 2,284,300 | 42,960 CHF | 65,872 CHF | 99.95% | 99.95% |
08/07/2024 | 40.58% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,343,240 | 2,343,240 | 46,716 CHF | 70,200 CHF | 99.86% | 99.86% |
05/07/2024 | 48.63% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,597,170 | 2,597,170 | 41,880 CHF | 67,938 CHF | 99.66% | 99.66% |
04/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2,845,600 | 2,845,600 | 2,591,140 | 2,591,140 | 38,867 CHF | 64,778 CHF | 99.00% | 99.00% |
03/07/2024 | 40.92% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,334,680 | 2,334,680 | 46,034 CHF | 69,432 CHF | 100.00% | 100.00% |
02/07/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,272,300 | 2,272,300 | 45,446 CHF | 68,220 CHF | 98.82% | 98.82% |