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 | 127.81% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 114,505 | 114,505 | 550 CHF | 2,298 CHF | 100.00% | 100.00% |
12/07/2024 | 108.49% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 111,597 | 111,597 | 670 CHF | 2,239 CHF | 100.00% | 100.00% |
11/07/2024 | 108.49% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 114,577 | 114,577 | 687 CHF | 2,298 CHF | 99.82% | 99.82% |
10/07/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 114,505 | 114,505 | 458 CHF | 2,298 CHF | 100.00% | 100.00% |
09/07/2024 | 122.15% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 113,007 | 113,007 | 590 CHF | 2,271 CHF | 99.72% | 99.72% |
08/07/2024 | 134.06% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 107,152 | 107,152 | 429 CHF | 2,152 CHF | 100.00% | 100.00% |
05/07/2024 | 133.64% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 107,313 | 107,313 | 433 CHF | 2,152 CHF | 99.70% | 99.70% |
04/07/2024 | 133.20% | 0.01 CHF | 0.02 CHF | 100,000 | 100,000 | 78,440 | 78,440 | 315 CHF | 1,569 CHF | 99.81% | 99.81% |
03/07/2024 | 115.94% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 107,054 | 107,054 | 526 CHF | 2,149 CHF | 100.00% | 100.00% |
02/07/2024 | 108.49% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 107,056 | 107,056 | 642 CHF | 2,148 CHF | 100.00% | 100.00% |