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 | 133.97% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 114,504 | 114,504 | 458 CHF | 2,298 CHF | 100.00% | 100.00% |
12/07/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 111,597 | 111,597 | 446 CHF | 2,240 CHF | 100.00% | 100.00% |
11/07/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 114,577 | 114,577 | 458 CHF | 2,299 CHF | 99.82% | 99.82% |
10/07/2024 | 136.84% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 114,505 | 114,505 | 411 CHF | 2,298 CHF | 100.00% | 100.00% |
09/07/2024 | 134.09% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 112,997 | 112,997 | 452 CHF | 2,271 CHF | 99.74% | 99.74% |
08/07/2024 | 134.42% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 107,150 | 107,150 | 423 CHF | 2,153 CHF | 100.00% | 100.00% |
05/07/2024 | 133.85% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 107,315 | 107,315 | 429 CHF | 2,152 CHF | 99.70% | 99.70% |
04/07/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 100,000 | 100,000 | 78,440 | 78,440 | 314 CHF | 1,569 CHF | 99.81% | 99.81% |
03/07/2024 | 136.16% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 107,047 | 107,047 | 393 CHF | 2,149 CHF | 100.00% | 100.00% |
02/07/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 240,000 | 240,000 | 107,056 | 107,056 | 428 CHF | 2,149 CHF | 100.00% | 100.00% |