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 | 115.68% | 0.01 CHF | 0.04 CHF | 50,000 | 50,000 | 33,578 | 33,578 | 397 CHF | 1,409 CHF | 100.00% | 100.00% |
12/07/2024 | 112.49% | 0.01 CHF | 0.04 CHF | 50,000 | 50,000 | 48,699 | 48,699 | 510 CHF | 1,791 CHF | 100.00% | 100.00% |
11/07/2024 | 163.82% | 0.01 CHF | 0.04 CHF | 50,000 | 50,000 | 48,698 | 48,698 | 182 CHF | 1,779 CHF | 100.00% | 100.00% |
10/07/2024 | 134.18% | 0.01 CHF | 0.04 CHF | 50,000 | 50,000 | 49,395 | 49,395 | 352 CHF | 1,778 CHF | 100.00% | 100.00% |
09/07/2024 | 115.82% | 0.00 CHF | 0.04 CHF | 50,000 | 50,000 | 48,447 | 48,447 | 515 CHF | 1,747 CHF | 100.00% | 100.00% |
08/07/2024 | 74.82% | 0.02 CHF | 0.04 CHF | 50,000 | 50,000 | 48,610 | 48,610 | 800 CHF | 1,752 CHF | 100.00% | 100.00% |
05/07/2024 | 46.01% | 0.02 CHF | 0.04 CHF | 50,000 | 50,000 | 48,695 | 48,695 | 1,171 CHF | 1,867 CHF | 99.81% | 99.81% |
04/07/2024 | 41.60% | 0.03 CHF | 0.04 CHF | 50,000 | 50,000 | 48,399 | 48,399 | 1,302 CHF | 1,984 CHF | 99.49% | 99.49% |
03/07/2024 | 51.18% | 0.03 CHF | 0.04 CHF | 50,000 | 50,000 | 48,675 | 48,675 | 1,065 CHF | 1,790 CHF | 99.35% | 99.35% |
02/07/2024 | 67.24% | 0.01 CHF | 0.04 CHF | 60,000 | 60,000 | 57,112 | 57,112 | 1,006 CHF | 2,025 CHF | 100.00% | 100.00% |