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 | 69.33% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,630,930 | 2,630,930 | 25,376 CHF | 51,761 CHF | 100.00% | 100.00% |
12/07/2024 | 51.64% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,626,960 | 2,626,960 | 38,419 CHF | 64,759 CHF | 100.00% | 100.00% |
11/07/2024 | 67.31% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,714,530 | 2,714,530 | 27,145 CHF | 54,393 CHF | 100.00% | 100.00% |
10/07/2024 | 65.95% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,729,640 | 2,729,640 | 28,490 CHF | 55,872 CHF | 100.00% | 100.00% |
09/07/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,750,940 | 2,750,940 | 27,509 CHF | 55,081 CHF | 100.00% | 100.00% |
08/07/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,755,220 | 2,755,220 | 27,554 CHF | 55,169 CHF | 100.00% | 100.00% |
05/07/2024 | 50.70% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,953,390 | 2,953,390 | 44,256 CHF | 73,917 CHF | 100.00% | 100.00% |
04/07/2024 | 61.75% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,924,100 | 2,924,100 | 33,670 CHF | 62,934 CHF | 100.00% | 100.00% |
03/07/2024 | 67.84% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,931,520 | 2,931,520 | 29,315 CHF | 58,973 CHF | 99.88% | 99.88% |
02/07/2024 | 67.30% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,968,410 | 2,968,410 | 29,684 CHF | 59,465 CHF | 100.00% | 100.00% |