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 | - | 1.44 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.20% |
12/07/2024 | 0.75% | 1.44 CHF | 1.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 595,929 CHF | 200,143 CHF | 80.89% | 99.17% |
11/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,336 CHF | 139,336 CHF | 0.79% | 99.13% |
10/07/2024 | - | 1.48 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.27% |
09/07/2024 | 0.73% | 1.41 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 137,130 CHF | 138,130 CHF | 35.21% | 99.30% |
08/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 137,743 CHF | 138,743 CHF | 96.71% | 99.24% |
05/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,928 CHF | 139,928 CHF | 17.78% | 99.22% |
04/07/2024 | - | 1.57 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.37% |
03/07/2024 | 0.70% | 1.49 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,327 CHF | 143,327 CHF | 68.15% | 98.99% |
02/07/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,824 CHF | 135,824 CHF | 99.08% | 99.08% |