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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | - | 0.24 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.21% |
24/07/2024 | - | 0.27 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.54% |
23/07/2024 | - | 0.33 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.55% |
22/07/2024 | - | 0.39 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.57% |
19/07/2024 | - | 0.29 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.73% |
18/07/2024 | - | 0.40 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.52% |
17/07/2024 | 3.62% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,442 CHF | 56,442 CHF | 99.04% | 99.04% |
16/07/2024 | 3.38% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 58,265 CHF | 60,265 CHF | 99.47% | 99.47% |
15/07/2024 | 2.59% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 76,112 CHF | 78,112 CHF | 98.02% | 98.02% |
12/07/2024 | 2.52% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 78,347 CHF | 80,347 CHF | 90.65% | 90.65% |