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 | 122.65% | 0.01 CHF | 0.02 CHF | 170,000 | 170,000 | 168,075 | 168,075 | 831 CHF | 3,364 CHF | 100.00% | 100.00% |
12/07/2024 | 108.20% | 0.01 CHF | 0.02 CHF | 170,000 | 170,000 | 168,290 | 168,290 | 1,010 CHF | 3,368 CHF | 100.00% | 100.00% |
11/07/2024 | 108.20% | 0.01 CHF | 0.02 CHF | 170,000 | 170,000 | 168,290 | 168,290 | 1,010 CHF | 3,368 CHF | 100.00% | 100.00% |
10/07/2024 | 108.81% | 0.01 CHF | 0.02 CHF | 170,000 | 170,000 | 168,291 | 168,291 | 1,002 CHF | 3,368 CHF | 100.00% | 100.00% |
09/07/2024 | 133.85% | 0.00 CHF | 0.02 CHF | 180,000 | 180,000 | 177,793 | 177,793 | 711 CHF | 3,565 CHF | 100.00% | 100.00% |
08/07/2024 | 147.54% | 0.00 CHF | 0.02 CHF | 180,000 | 180,000 | 177,104 | 177,104 | 547 CHF | 3,551 CHF | 100.00% | 100.00% |
05/07/2024 | 133.74% | 0.00 CHF | 0.02 CHF | 180,000 | 180,000 | 178,186 | 178,186 | 713 CHF | 3,567 CHF | 99.81% | 99.81% |
04/07/2024 | 134.84% | 0.00 CHF | 0.02 CHF | 180,000 | 180,000 | 178,180 | 178,180 | 700 CHF | 3,567 CHF | 99.49% | 99.49% |
03/07/2024 | 133.91% | 0.00 CHF | 0.02 CHF | 180,000 | 180,000 | 178,177 | 178,177 | 711 CHF | 3,567 CHF | 99.35% | 99.35% |
02/07/2024 | 141.11% | 0.00 CHF | 0.02 CHF | 180,000 | 180,000 | 187,713 | 187,713 | 659 CHF | 3,757 CHF | 99.43% | 99.43% |