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 | 86.59% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 114,504 | 114,504 | 916 CHF | 2,296 CHF | 100.00% | 100.00% |
12/07/2024 | 75.37% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 111,603 | 111,603 | 987 CHF | 2,238 CHF | 100.00% | 100.00% |
11/07/2024 | 83.27% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 114,576 | 114,576 | 1,004 CHF | 2,297 CHF | 99.82% | 99.82% |
10/07/2024 | 86.59% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 114,505 | 114,505 | 916 CHF | 2,296 CHF | 100.00% | 100.00% |
09/07/2024 | 86.75% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 112,997 | 112,997 | 904 CHF | 2,268 CHF | 99.74% | 99.74% |
08/07/2024 | 86.71% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 107,150 | 107,150 | 857 CHF | 2,150 CHF | 100.00% | 100.00% |
05/07/2024 | 86.44% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 107,311 | 107,311 | 858 CHF | 2,151 CHF | 99.70% | 99.70% |
04/07/2024 | 85.71% | 0.01 CHF | 0.02 CHF | 100,000 | 100,000 | 78,440 | 78,440 | 628 CHF | 1,569 CHF | 99.81% | 99.81% |
03/07/2024 | 84.19% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 107,041 | 107,041 | 875 CHF | 2,147 CHF | 100.00% | 100.00% |
02/07/2024 | 67.56% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 107,056 | 107,056 | 1,071 CHF | 2,146 CHF | 100.00% | 100.00% |