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 | 123.99% | 0.01 CHF | 0.02 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 1,374 CHF | 5,800 CHF | 100.00% | 100.00% |
12/07/2024 | 128.38% | 0.01 CHF | 0.02 CHF | 290,000 | 290,000 | 294,015 | 294,015 | 1,288 CHF | 5,880 CHF | 100.00% | 100.00% |
11/07/2024 | 125.87% | 0.00 CHF | 0.02 CHF | 300,000 | 300,000 | 299,698 | 299,698 | 1,375 CHF | 5,999 CHF | 100.00% | 100.00% |
10/07/2024 | 133.32% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 300,006 | 300,006 | 1,200 CHF | 6,000 CHF | 100.00% | 100.00% |
09/07/2024 | 133.46% | 0.00 CHF | 0.02 CHF | 310,000 | 310,000 | 305,154 | 305,154 | 1,221 CHF | 6,115 CHF | 99.74% | 99.74% |
08/07/2024 | 133.42% | 0.00 CHF | 0.02 CHF | 310,000 | 310,000 | 309,467 | 309,467 | 1,238 CHF | 6,198 CHF | 99.27% | 99.27% |
05/07/2024 | 133.36% | 0.00 CHF | 0.02 CHF | 310,000 | 310,000 | 305,785 | 305,785 | 1,223 CHF | 6,118 CHF | 100.00% | 100.00% |
04/07/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 1,240 CHF | 6,200 CHF | 99.61% | 99.61% |
03/07/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 300,000 | 300,000 | 300,105 | 300,105 | 1,200 CHF | 6,002 CHF | 100.00% | 100.00% |
02/07/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,200 CHF | 6,000 CHF | 100.00% | 100.00% |