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 | - | 1.26 CHF | - CHF | 600,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.93% |
12/07/2024 | 0.86% | 1.20 CHF | 1.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 697,422 CHF | 234,474 CHF | 91.06% | 99.18% |
11/07/2024 | 0.92% | 1.13 CHF | 1.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 649,500 CHF | 218,500 CHF | 97.13% | 97.13% |
10/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 637,068 CHF | 214,356 CHF | 89.28% | 89.28% |
09/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 646,784 CHF | 217,595 CHF | 99.38% | 99.38% |
08/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 644,464 CHF | 216,821 CHF | 97.50% | 97.50% |
05/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 649,984 CHF | 218,661 CHF | 96.84% | 96.84% |
04/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 654,001 CHF | 220,000 CHF | 99.37% | 99.37% |
03/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 663,151 CHF | 223,050 CHF | 97.76% | 97.76% |
02/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 653,551 CHF | 219,850 CHF | 94.56% | 94.56% |