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 | - | 1.19 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.32% |
12/07/2024 | 3.95% | 1.33 CHF | 1.36 CHF | 50,000 | 50,000 | 42,171 | 18,686 | 55,955 CHF | 25,682 CHF | 99.65% | 99.65% |
11/07/2024 | 3.24% | 1.28 CHF | 1.30 CHF | 100,000 | 100,000 | 60,909 | 37,455 | 67,858 CHF | 43,854 CHF | 99.23% | 99.23% |
10/07/2024 | 4.62% | 1.13 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 18,692 | 56,477 CHF | 21,811 CHF | 99.59% | 99.59% |
09/07/2024 | 4.57% | 1.13 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 18,689 | 56,920 CHF | 21,768 CHF | 99.66% | 99.66% |
08/07/2024 | 3.10% | 1.17 CHF | 1.19 CHF | 100,000 | 100,000 | 60,860 | 37,375 | 70,334 CHF | 45,030 CHF | 99.65% | 99.65% |
05/07/2024 | 3.79% | 1.15 CHF | 1.18 CHF | 50,000 | 50,000 | 42,202 | 18,807 | 57,228 CHF | 25,022 CHF | 98.34% | 98.34% |
04/07/2024 | 4.04% | 1.43 CHF | 1.49 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 58,181 CHF | 15,145 CHF | 99.16% | 99.16% |
03/07/2024 | 3.46% | 1.50 CHF | 1.53 CHF | 50,000 | 50,000 | 42,172 | 18,688 | 64,324 CHF | 29,653 CHF | 99.64% | 99.64% |
02/07/2024 | 2.96% | 1.69 CHF | 1.72 CHF | 50,000 | 50,000 | 34,340 | 18,681 | 61,026 CHF | 33,916 CHF | 99.62% | 99.62% |