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 | 25.42% | 0.04 CHF | 0.05 CHF | 1,915,800 | 1,915,800 | 939,917 | 939,917 | 32,795 CHF | 42,208 CHF | 99.06% | 99.06% |
12/07/2024 | 32.15% | 0.04 CHF | 0.05 CHF | 2,298,600 | 2,298,600 | 1,167,070 | 1,167,070 | 33,345 CHF | 45,040 CHF | 100.00% | 100.00% |
11/07/2024 | 23.60% | 0.03 CHF | 0.04 CHF | 1,724,000 | 1,724,000 | 808,296 | 808,296 | 30,144 CHF | 38,283 CHF | 100.00% | 100.00% |
10/07/2024 | 23.68% | 0.04 CHF | 0.05 CHF | 1,728,000 | 1,728,000 | 844,453 | 844,453 | 32,141 CHF | 40,618 CHF | 100.00% | 100.00% |
09/07/2024 | 22.42% | 0.04 CHF | 0.05 CHF | 2,037,700 | 2,037,700 | 967,790 | 967,790 | 37,427 CHF | 47,120 CHF | 98.82% | 98.82% |
08/07/2024 | 33.45% | 0.03 CHF | 0.04 CHF | 2,857,700 | 2,857,700 | 1,390,530 | 1,390,530 | 37,949 CHF | 52,024 CHF | 100.00% | 100.00% |
05/07/2024 | 49.85% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,604,660 | 1,604,660 | 25,095 CHF | 41,167 CHF | 98.96% | 98.96% |
04/07/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,229,200 | 1,229,200 | 1,229,200 | 1,229,200 | 18,438 CHF | 30,730 CHF | 99.44% | 99.44% |
03/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,638,680 | 1,638,680 | 24,580 CHF | 40,994 CHF | 99.64% | 99.64% |
02/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,736,240 | 1,736,240 | 26,044 CHF | 43,435 CHF | 100.00% | 100.00% |