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 | - | 1.38 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.72% |
12/07/2024 | - | 1.33 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.40% |
11/07/2024 | - | 1.33 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.29% |
10/07/2024 | - | 1.27 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.34% |
09/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 539,537 CHF | 181,346 CHF | 99.58% | 99.58% |
08/07/2024 | 0.84% | 1.25 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 532,888 CHF | 179,129 CHF | 78.11% | 99.25% |
05/07/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 548,240 CHF | 184,247 CHF | 99.56% | 99.56% |
04/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 557,316 CHF | 187,272 CHF | 98.94% | 99.57% |
03/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 546,249 CHF | 183,583 CHF | 99.48% | 99.48% |
02/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 529,035 CHF | 177,845 CHF | 99.56% | 99.56% |