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 | 91.04% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 223,685 | 223,685 | 1,589 CHF | 4,486 CHF | 100.00% | 100.00% |
12/07/2024 | 86.59% | 0.01 CHF | 0.02 CHF | 480,000 | 480,000 | 218,648 | 218,648 | 1,749 CHF | 4,385 CHF | 100.00% | 100.00% |
11/07/2024 | 86.59% | 0.01 CHF | 0.02 CHF | 490,000 | 490,000 | 221,878 | 221,878 | 1,775 CHF | 4,449 CHF | 99.82% | 99.82% |
10/07/2024 | 103.40% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 223,156 | 223,156 | 1,399 CHF | 4,477 CHF | 100.00% | 100.00% |
09/07/2024 | 86.75% | 0.01 CHF | 0.02 CHF | 480,000 | 480,000 | 220,006 | 220,006 | 1,760 CHF | 4,416 CHF | 99.74% | 99.74% |
08/07/2024 | 86.71% | 0.01 CHF | 0.02 CHF | 490,000 | 490,000 | 211,713 | 211,713 | 1,694 CHF | 4,248 CHF | 100.00% | 100.00% |
05/07/2024 | 86.44% | 0.01 CHF | 0.02 CHF | 480,000 | 480,000 | 212,222 | 212,222 | 1,698 CHF | 4,253 CHF | 99.70% | 99.70% |
04/07/2024 | 85.71% | 0.01 CHF | 0.02 CHF | 190,000 | 190,000 | 152,232 | 152,232 | 1,218 CHF | 3,045 CHF | 99.81% | 99.81% |
03/07/2024 | 81.84% | 0.01 CHF | 0.02 CHF | 480,000 | 480,000 | 211,701 | 211,701 | 1,770 CHF | 4,246 CHF | 100.00% | 100.00% |
02/07/2024 | 67.72% | 0.01 CHF | 0.02 CHF | 470,000 | 470,000 | 209,986 | 209,986 | 2,092 CHF | 4,209 CHF | 100.00% | 100.00% |