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 | - | 1.00 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.72% |
12/07/2024 | - | 0.95 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.39% |
11/07/2024 | - | 0.95 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.29% |
10/07/2024 | - | 0.89 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.36% |
09/07/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,836 CHF | 122,112 CHF | 56.65% | 99.56% |
08/07/2024 | 1.24% | 0.87 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,246 CHF | 121,915 CHF | 77.35% | 99.25% |
05/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 356,797 CHF | 120,432 CHF | 23.25% | 99.52% |
04/07/2024 | 1.18% | 0.86 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,402 CHF | 127,634 CHF | 30.59% | 99.58% |
03/07/2024 | 1.20% | 0.84 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 372,453 CHF | 125,651 CHF | 77.90% | 99.52% |
02/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 353,859 CHF | 119,453 CHF | 99.56% | 99.56% |