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 | - | 0.16 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.16% |
24/07/2024 | - | 0.18 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.54% |
23/07/2024 | - | 0.25 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.55% |
22/07/2024 | - | 0.30 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.54% |
19/07/2024 | - | 0.20 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 85.44% |
18/07/2024 | - | 0.31 CHF | - CHF | 200,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.48% |
17/07/2024 | 5.27% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 37,115 CHF | 39,115 CHF | 99.27% | 99.27% |
16/07/2024 | 4.81% | 0.19 CHF | 0.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 40,835 CHF | 42,835 CHF | 99.49% | 99.49% |
15/07/2024 | 3.35% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 58,688 CHF | 60,688 CHF | 98.01% | 98.01% |
12/07/2024 | 3.24% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 60,942 CHF | 62,942 CHF | 90.65% | 90.65% |