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 | - | 0.97 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.18% |
12/07/2024 | - | 0.89 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.41% |
11/07/2024 | - | 0.85 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.69% |
10/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,748 CHF | 113,749 CHF | 21.44% | 98.53% |
09/07/2024 | - | 0.78 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.55% |
08/07/2024 | - | 0.81 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.26% |
05/07/2024 | 1.26% | 0.81 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,853 CHF | 119,784 CHF | 0.51% | 99.45% |
04/07/2024 | - | 0.85 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.42% |
03/07/2024 | 1.26% | 0.82 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 355,500 CHF | 120,000 CHF | 1.43% | 99.47% |
02/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,770 CHF | 122,090 CHF | 91.56% | 99.35% |