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 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,910 | 2,971,910 | 29,719 CHF | 59,501 CHF | 100.00% | 100.00% |
12/07/2024 | 67.23% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,938,880 | 2,938,880 | 29,389 CHF | 58,845 CHF | 100.00% | 100.00% |
11/07/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,880 | 2,971,880 | 29,719 CHF | 59,500 CHF | 100.00% | 100.00% |
10/07/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,870 | 2,971,870 | 29,719 CHF | 59,500 CHF | 100.00% | 100.00% |
09/07/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,880 | 2,971,880 | 29,719 CHF | 59,500 CHF | 100.00% | 100.00% |
08/07/2024 | 83.29% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,840 | 2,971,840 | 22,613 CHF | 52,394 CHF | 100.00% | 100.00% |
05/07/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,770 | 2,971,770 | 29,718 CHF | 59,498 CHF | 100.00% | 100.00% |
04/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 100.00% | 100.00% |
03/07/2024 | 67.26% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,969,940 | 2,969,940 | 29,699 CHF | 59,466 CHF | 93.58% | 96.93% |
02/07/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,880 | 2,971,880 | 29,719 CHF | 59,500 CHF | 100.00% | 100.00% |