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 | 75.63% | 0.01 CHF | 0.02 CHF | 210,000 | 210,000 | 202,431 | 202,431 | 1,869 CHF | 4,106 CHF | 99.97% | 99.97% |
12/07/2024 | 62.60% | 0.01 CHF | 0.02 CHF | 210,000 | 210,000 | 203,193 | 203,193 | 2,261 CHF | 4,309 CHF | 100.00% | 100.00% |
11/07/2024 | 64.51% | 0.01 CHF | 0.02 CHF | 200,000 | 200,000 | 201,466 | 201,466 | 2,125 CHF | 4,140 CHF | 100.00% | 100.00% |
10/07/2024 | 66.59% | 0.01 CHF | 0.02 CHF | 210,000 | 210,000 | 204,194 | 204,194 | 2,046 CHF | 4,088 CHF | 100.00% | 100.00% |
09/07/2024 | 66.89% | 0.01 CHF | 0.02 CHF | 200,000 | 200,000 | 199,295 | 199,295 | 1,998 CHF | 4,002 CHF | 100.00% | 100.00% |
08/07/2024 | 59.76% | 0.01 CHF | 0.02 CHF | 200,000 | 200,000 | 199,654 | 199,654 | 2,361 CHF | 4,361 CHF | 100.00% | 100.00% |
05/07/2024 | 58.66% | 0.01 CHF | 0.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,414 CHF | 4,414 CHF | 99.82% | 99.82% |
04/07/2024 | 65.60% | 0.01 CHF | 0.02 CHF | 200,000 | 200,000 | 201,281 | 201,281 | 2,067 CHF | 4,080 CHF | 99.50% | 99.50% |
03/07/2024 | 66.71% | 0.01 CHF | 0.02 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 2,099 CHF | 4,200 CHF | 100.00% | 100.00% |
02/07/2024 | 95.90% | 0.01 CHF | 0.02 CHF | 210,000 | 210,000 | 217,610 | 217,610 | 1,537 CHF | 4,352 CHF | 100.00% | 100.00% |