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 | 0.60% | 1.69 CHF | 1.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 375,240 CHF | 125,830 CHF | 1.84% | 99.24% |
12/07/2024 | 0.59% | 1.71 CHF | 1.71 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 378,989 CHF | 127,080 CHF | 18.91% | 99.31% |
11/07/2024 | - | 1.73 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.63% |
10/07/2024 | - | 1.82 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.45% |
09/07/2024 | - | 1.88 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.67% |
08/07/2024 | - | 1.87 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.34% |
05/07/2024 | - | 1.88 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.51% |
04/07/2024 | - | 1.84 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.58% |
03/07/2024 | - | 1.81 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.26% |
02/07/2024 | 0.56% | 1.83 CHF | 1.80 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 401,070 CHF | 134,440 CHF | 21.89% | 99.20% |