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 | - | 0.72 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.72% |
12/07/2024 | - | 0.74 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.41% |
11/07/2024 | - | 0.72 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.01% |
10/07/2024 | 1.48% | 0.71 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,958 CHF | 102,153 CHF | 80.96% | 99.56% |
09/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 295,363 CHF | 99,954 CHF | 99.55% | 99.55% |
08/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 308,706 CHF | 104,402 CHF | 3.39% | 99.57% |
05/07/2024 | 1.50% | 0.68 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,214 CHF | 100,905 CHF | 94.34% | 99.58% |
04/07/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,482 CHF | 100,994 CHF | 97.02% | 99.58% |
03/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,805 CHF | 101,435 CHF | 5.29% | 99.60% |
02/07/2024 | - | 0.72 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.30% |