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 | 86.16% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 114,463 | 114,463 | 927 CHF | 2,295 CHF | 100.00% | 100.00% |
12/07/2024 | 69.10% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 109,793 | 109,793 | 1,057 CHF | 2,201 CHF | 99.98% | 99.98% |
11/07/2024 | 62.62% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 107,117 | 107,117 | 1,174 CHF | 2,250 CHF | 99.85% | 99.85% |
10/07/2024 | 64.85% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 107,053 | 107,053 | 1,138 CHF | 2,214 CHF | 100.00% | 100.00% |
09/07/2024 | 57.06% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 107,006 | 107,006 | 1,352 CHF | 2,428 CHF | 99.74% | 99.74% |
08/07/2024 | 58.29% | 0.02 CHF | 0.03 CHF | 240,000 | 240,000 | 107,006 | 107,006 | 1,509 CHF | 2,585 CHF | 99.92% | 99.92% |
05/07/2024 | 61.11% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 107,358 | 107,358 | 1,193 CHF | 2,271 CHF | 99.70% | 99.70% |
04/07/2024 | 58.82% | 0.01 CHF | 0.02 CHF | 100,000 | 100,000 | 78,728 | 78,728 | 945 CHF | 1,732 CHF | 99.95% | 99.95% |
03/07/2024 | 57.20% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 107,043 | 107,043 | 1,343 CHF | 2,419 CHF | 100.00% | 100.00% |
02/07/2024 | 52.78% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 107,049 | 107,049 | 1,566 CHF | 2,641 CHF | 100.00% | 100.00% |