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 | 114.94% | 0.01 CHF | 0.04 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 2,464 CHF | 3,000 CHF | 95.22% | 95.22% |
12/07/2024 | 119.90% | 0.01 CHF | 0.04 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 2,254 CHF | 3,000 CHF | 99.01% | 99.01% |
11/07/2024 | 120.00% | 0.01 CHF | 0.04 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 2,250 CHF | 3,000 CHF | 90.01% | 90.01% |
10/07/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 2,250 CHF | 2,250 CHF | 96.06% | 100.00% |
09/07/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 2,250 CHF | 2,250 CHF | 100.00% | 100.00% |
08/07/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 2,250 CHF | 2,250 CHF | 89.01% | 99.71% |
05/07/2024 | 108.18% | 0.01 CHF | 0.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 2,250 CHF | 2,520 CHF | 94.05% | 98.81% |
04/07/2024 | 109.09% | 0.01 CHF | 0.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 2,250 CHF | 2,550 CHF | 96.72% | 100.00% |
03/07/2024 | 109.09% | 0.01 CHF | 0.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 2,250 CHF | 2,550 CHF | 10.81% | 99.73% |
02/07/2024 | 109.09% | 0.01 CHF | 0.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 2,250 CHF | 2,550 CHF | 0.75% | 100.00% |