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 | 76.38% | 0.01 CHF | 0.02 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 2,671 CHF | 5,911 CHF | 100.00% | 100.00% |
12/07/2024 | 79.85% | 0.01 CHF | 0.02 CHF | 290,000 | 290,000 | 294,015 | 294,015 | 2,531 CHF | 5,880 CHF | 100.00% | 100.00% |
11/07/2024 | 80.21% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 299,682 | 299,682 | 2,573 CHF | 5,997 CHF | 100.00% | 100.00% |
10/07/2024 | 85.71% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 300,007 | 300,007 | 2,400 CHF | 6,000 CHF | 100.00% | 100.00% |
09/07/2024 | 85.87% | 0.01 CHF | 0.02 CHF | 310,000 | 310,000 | 305,171 | 305,171 | 2,441 CHF | 6,112 CHF | 99.75% | 99.75% |
08/07/2024 | 87.80% | 0.01 CHF | 0.02 CHF | 310,000 | 310,000 | 309,477 | 309,477 | 2,420 CHF | 6,196 CHF | 99.27% | 99.27% |
05/07/2024 | 92.61% | 0.01 CHF | 0.02 CHF | 310,000 | 310,000 | 305,832 | 305,832 | 2,253 CHF | 6,118 CHF | 100.00% | 100.00% |
04/07/2024 | 107.69% | 0.01 CHF | 0.02 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 1,860 CHF | 6,200 CHF | 99.61% | 99.61% |
03/07/2024 | 88.53% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 300,102 | 300,102 | 2,324 CHF | 6,002 CHF | 100.00% | 100.00% |
02/07/2024 | 92.88% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,204 CHF | 6,000 CHF | 100.00% | 100.00% |