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 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,920 | 2,971,920 | 44,579 CHF | 74,360 CHF | 100.00% | 100.00% |
12/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,900 | 2,971,900 | 44,579 CHF | 74,360 CHF | 100.00% | 100.00% |
11/07/2024 | 65.14% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,880 | 2,971,880 | 31,590 CHF | 61,371 CHF | 99.99% | 99.99% |
10/07/2024 | 66.81% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,870 | 2,971,870 | 30,092 CHF | 59,873 CHF | 100.00% | 100.00% |
09/07/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,900 | 2,971,900 | 29,719 CHF | 59,501 CHF | 100.00% | 100.00% |
08/07/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,780 | 2,971,780 | 29,718 CHF | 59,498 CHF | 100.00% | 100.00% |
05/07/2024 | 66.40% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,810 | 2,971,810 | 30,293 CHF | 60,074 CHF | 100.00% | 100.00% |
04/07/2024 | 64.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 31,932 CHF | 61,932 CHF | 100.00% | 100.00% |
03/07/2024 | 50.54% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,970,920 | 2,970,920 | 44,564 CHF | 74,338 CHF | 96.78% | 96.78% |
02/07/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,890 | 2,971,890 | 44,578 CHF | 74,360 CHF | 100.00% | 100.00% |