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 | 100.53% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,220 | 2,971,220 | 14,856 CHF | 44,632 CHF | 97.78% | 97.78% |
12/07/2024 | 100.60% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,968,390 | 2,968,390 | 14,842 CHF | 44,623 CHF | 100.00% | 100.00% |
11/07/2024 | 101.09% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,946,140 | 2,946,140 | 14,731 CHF | 44,512 CHF | 99.89% | 99.89% |
10/07/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,870 | 2,971,870 | 14,859 CHF | 44,641 CHF | 100.00% | 100.00% |
09/07/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,820 | 2,971,820 | 14,859 CHF | 44,640 CHF | 99.70% | 99.70% |
08/07/2024 | 100.54% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,970,940 | 2,970,940 | 14,855 CHF | 44,635 CHF | 100.00% | 100.00% |
05/07/2024 | 100.60% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,968,350 | 2,968,350 | 14,842 CHF | 44,621 CHF | 99.28% | 99.28% |
04/07/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 CHF | 45,000 CHF | 98.45% | 98.45% |
03/07/2024 | 99.03% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,969,710 | 2,969,710 | 15,519 CHF | 45,279 CHF | 99.54% | 99.54% |
02/07/2024 | 100.52% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,949,090 | 2,949,090 | 14,746 CHF | 44,299 CHF | 100.00% | 100.00% |