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 | 38.22% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 64,011 CHF | 94,011 CHF | 100.00% | 100.00% |
12/07/2024 | 33.40% | 0.02 CHF | 0.03 CHF | 2,821,500 | 2,821,500 | 2,821,500 | 2,821,500 | 70,505 CHF | 98,720 CHF | 100.00% | 100.00% |
11/07/2024 | 31.34% | 0.03 CHF | 0.04 CHF | 2,612,000 | 2,612,000 | 2,612,000 | 2,612,000 | 70,774 CHF | 96,894 CHF | 99.83% | 99.83% |
10/07/2024 | 28.56% | 0.03 CHF | 0.04 CHF | 2,407,100 | 2,407,100 | 2,407,100 | 2,407,100 | 72,259 CHF | 96,330 CHF | 99.14% | 99.14% |
09/07/2024 | 28.61% | 0.03 CHF | 0.04 CHF | 2,511,600 | 2,511,600 | 2,509,260 | 2,509,260 | 75,298 CHF | 100,414 CHF | 99.73% | 99.73% |
08/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,310,100 | 2,310,100 | 2,310,100 | 2,310,100 | 69,303 CHF | 92,404 CHF | 100.00% | 100.00% |
05/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,640,800 | 2,640,800 | 2,640,800 | 2,640,800 | 79,224 CHF | 105,632 CHF | 99.80% | 99.80% |
04/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,537,700 | 2,537,700 | 2,537,700 | 2,537,700 | 76,131 CHF | 101,508 CHF | 100.00% | 100.00% |
03/07/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,302,000 | 2,302,000 | 2,302,000 | 2,302,000 | 69,060 CHF | 92,080 CHF | 100.00% | 100.00% |
02/07/2024 | 25.95% | 0.04 CHF | 0.05 CHF | 2,552,100 | 2,552,100 | 2,552,100 | 2,552,100 | 85,914 CHF | 111,435 CHF | 100.00% | 100.00% |