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 | 136.65% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 223,683 | 223,683 | 806 CHF | 4,490 CHF | 100.00% | 100.00% |
12/07/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 480,000 | 480,000 | 218,653 | 218,653 | 875 CHF | 4,389 CHF | 100.00% | 100.00% |
11/07/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 490,000 | 490,000 | 221,871 | 221,871 | 887 CHF | 4,453 CHF | 99.82% | 99.82% |
10/07/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 500,000 | 500,000 | 223,147 | 223,147 | 893 CHF | 4,479 CHF | 100.00% | 100.00% |
09/07/2024 | 134.09% | 0.00 CHF | 0.02 CHF | 480,000 | 480,000 | 219,986 | 219,986 | 880 CHF | 4,421 CHF | 99.74% | 99.74% |
08/07/2024 | 134.06% | 0.00 CHF | 0.02 CHF | 490,000 | 490,000 | 211,715 | 211,715 | 847 CHF | 4,253 CHF | 100.00% | 100.00% |
05/07/2024 | 133.86% | 0.00 CHF | 0.02 CHF | 480,000 | 480,000 | 212,221 | 212,221 | 849 CHF | 4,256 CHF | 99.70% | 99.70% |
04/07/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 190,000 | 190,000 | 152,231 | 152,231 | 609 CHF | 3,045 CHF | 99.81% | 99.81% |
03/07/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 480,000 | 480,000 | 211,690 | 211,690 | 847 CHF | 4,249 CHF | 100.00% | 100.00% |
02/07/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 470,000 | 470,000 | 209,981 | 209,981 | 840 CHF | 4,215 CHF | 100.00% | 100.00% |