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 | - | 1.93 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 55.82% |
12/07/2024 | 0.57% | 1.83 CHF | 1.75 CHF | 50,000 | 10,000 | 30,000 | 10,000 | 52,200 CHF | 17,500 CHF | 0.72% | 22.27% |
11/07/2024 | - | 1.74 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 66.43% |
10/07/2024 | - | 1.78 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 90.26% |
09/07/2024 | 3.18% | 1.67 CHF | 1.72 CHF | 50,000 | 50,000 | 25,350 | 25,350 | 41,850 CHF | 43,184 CHF | 99.67% | 99.67% |
08/07/2024 | 3.33% | 1.61 CHF | 1.66 CHF | 50,000 | 50,000 | 26,497 | 26,497 | 42,451 CHF | 43,864 CHF | 82.10% | 82.10% |
05/07/2024 | 1.24% | 1.54 CHF | 1.59 CHF | 50,000 | 50,000 | 42,141 | 25,361 | 62,461 CHF | 38,436 CHF | 97.94% | 97.94% |
04/07/2024 | 3.51% | 1.47 CHF | 1.52 CHF | 50,000 | 50,000 | 28,471 | 27,628 | 41,516 CHF | 41,762 CHF | 81.13% | 81.13% |
03/07/2024 | 3.37% | 1.38 CHF | 1.43 CHF | 50,000 | 50,000 | 26,693 | 26,693 | 41,074 CHF | 42,481 CHF | 84.87% | 84.87% |
02/07/2024 | 3.45% | 1.48 CHF | 1.53 CHF | 50,000 | 50,000 | 27,899 | 27,899 | 40,967 CHF | 42,429 CHF | 67.41% | 67.41% |