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 | 125.47% | 0.00 CHF | 0.02 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 185 CHF | 800 CHF | 100.00% | 100.00% |
12/07/2024 | 130.24% | 0.00 CHF | 0.02 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 170 CHF | 800 CHF | 100.00% | 100.00% |
11/07/2024 | 103.70% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,993 | 39,993 | 307 CHF | 859 CHF | 99.82% | 99.82% |
10/07/2024 | 96.86% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,979 | 39,979 | 308 CHF | 836 CHF | 100.00% | 100.00% |
09/07/2024 | 74.50% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,753 | 39,753 | 384 CHF | 822 CHF | 99.75% | 99.75% |
08/07/2024 | 67.66% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,707 | 39,707 | 404 CHF | 812 CHF | 100.00% | 100.00% |
05/07/2024 | 60.13% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,771 | 39,771 | 490 CHF | 896 CHF | 99.81% | 99.81% |
04/07/2024 | 66.80% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,926 | 39,926 | 433 CHF | 855 CHF | 100.00% | 100.00% |
03/07/2024 | 61.07% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,821 | 39,821 | 467 CHF | 871 CHF | 100.00% | 100.00% |
02/07/2024 | 70.45% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,946 | 39,946 | 388 CHF | 807 CHF | 100.00% | 100.00% |