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 | 101.86% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 217,781 | 217,781 | 1,434 CHF | 4,359 CHF | 100.00% | 100.00% |
12/07/2024 | 105.70% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 209,158 | 209,158 | 1,353 CHF | 4,304 CHF | 100.00% | 100.00% |
11/07/2024 | 91.36% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 217,731 | 217,731 | 1,640 CHF | 4,358 CHF | 99.83% | 99.83% |
10/07/2024 | 86.27% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 214,157 | 214,157 | 1,713 CHF | 4,286 CHF | 100.00% | 100.00% |
09/07/2024 | 67.78% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 210,273 | 210,273 | 2,094 CHF | 4,213 CHF | 99.74% | 99.74% |
08/07/2024 | 68.20% | 0.01 CHF | 0.02 CHF | 210,000 | 210,000 | 207,527 | 207,527 | 2,056 CHF | 4,156 CHF | 100.00% | 100.00% |
05/07/2024 | 67.40% | 0.01 CHF | 0.02 CHF | 210,000 | 210,000 | 207,919 | 207,919 | 2,075 CHF | 4,161 CHF | 99.81% | 99.81% |
04/07/2024 | 71.35% | 0.01 CHF | 0.02 CHF | 210,000 | 210,000 | 213,979 | 213,979 | 2,045 CHF | 4,282 CHF | 100.00% | 100.00% |
03/07/2024 | 75.48% | 0.01 CHF | 0.02 CHF | 210,000 | 210,000 | 217,243 | 217,243 | 1,982 CHF | 4,348 CHF | 100.00% | 100.00% |
02/07/2024 | 105.50% | 0.01 CHF | 0.02 CHF | 220,000 | 220,000 | 217,787 | 217,787 | 1,361 CHF | 4,359 CHF | 100.00% | 100.00% |