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 | - | 1.08 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.44% |
12/07/2024 | - | 1.13 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.00% |
11/07/2024 | - | 1.06 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.52% |
10/07/2024 | - | 1.07 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.30% |
09/07/2024 | 1.03% | 0.97 CHF | 0.97 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 579,603 CHF | 195,201 CHF | 2.11% | 95.92% |
08/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 551,930 CHF | 185,977 CHF | 93.11% | 95.52% |
05/07/2024 | 1.28% | 0.88 CHF | 0.89 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 466,437 CHF | 157,479 CHF | 86.04% | 86.04% |
04/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 456,736 CHF | 154,246 CHF | 99.36% | 99.36% |
03/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 457,044 CHF | 154,348 CHF | 89.19% | 89.19% |
02/07/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 386,840 CHF | 130,947 CHF | 96.72% | 96.72% |