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 | 140.33% | 0.00 CHF | 0.02 CHF | 330,000 | 330,000 | 326,471 | 326,471 | 1,162 CHF | 6,535 CHF | 100.00% | 100.00% |
12/07/2024 | 133.74% | 0.00 CHF | 0.02 CHF | 330,000 | 330,000 | 326,680 | 326,680 | 1,307 CHF | 6,539 CHF | 100.00% | 100.00% |
11/07/2024 | 131.00% | 0.00 CHF | 0.02 CHF | 330,000 | 330,000 | 328,747 | 328,747 | 1,385 CHF | 6,581 CHF | 100.00% | 100.00% |
10/07/2024 | 132.60% | 0.00 CHF | 0.02 CHF | 330,000 | 330,000 | 326,683 | 326,683 | 1,336 CHF | 6,539 CHF | 100.00% | 100.00% |
09/07/2024 | 133.86% | 0.00 CHF | 0.02 CHF | 350,000 | 350,000 | 345,691 | 345,691 | 1,383 CHF | 6,932 CHF | 100.00% | 100.00% |
08/07/2024 | 151.59% | 0.00 CHF | 0.02 CHF | 350,000 | 350,000 | 345,100 | 345,100 | 974 CHF | 6,919 CHF | 100.00% | 100.00% |
05/07/2024 | 133.94% | 0.00 CHF | 0.02 CHF | 350,000 | 350,000 | 347,208 | 347,208 | 1,384 CHF | 6,950 CHF | 99.82% | 99.82% |
04/07/2024 | 160.44% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 356,360 | 356,360 | 794 CHF | 7,134 CHF | 99.50% | 99.50% |
03/07/2024 | 156.92% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 356,355 | 356,355 | 878 CHF | 7,134 CHF | 99.35% | 99.35% |
02/07/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 360,000 | 360,000 | 366,491 | 366,491 | 733 CHF | 7,337 CHF | 99.43% | 99.43% |