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 | 1.91% | 51.55 % | 52.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 51,820 CHF | 52,820 CHF | 98.49% | 98.49% |
12/07/2024 | 1.90% | 52.55 % | 53.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 52,177 CHF | 53,177 CHF | 81.97% | 81.97% |
11/07/2024 | 1.91% | 51.95 % | 52.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 51,819 CHF | 52,819 CHF | 96.46% | 96.46% |
10/07/2024 | 1.97% | 51.05 % | 52.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 50,384 CHF | 51,384 CHF | 86.88% | 86.88% |
09/07/2024 | 1.97% | 49.95 % | 50.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 50,276 CHF | 51,276 CHF | 99.20% | 99.20% |
08/07/2024 | 1.93% | 51.20 % | 52.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 51,311 CHF | 52,311 CHF | 95.95% | 95.95% |
05/07/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
04/07/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03/07/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02/07/2024 | 1.96% | 50.90 % | 51.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 50,555 CHF | 51,555 CHF | 99.68% | 99.68% |