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 | - | 0.27 CHF | - CHF | 244,300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.92% |
12/07/2024 | - | 0.24 CHF | - CHF | 274,200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/07/2024 | 6.18% | 0.22 CHF | 0.23 CHF | 287,000 | 287,000 | 100,254 | 100,254 | 20,842 CHF | 21,964 CHF | 100.00% | 100.00% |
10/07/2024 | 6.98% | 0.19 CHF | 0.20 CHF | 329,300 | 329,300 | 114,650 | 114,650 | 20,425 CHF | 21,705 CHF | 99.90% | 99.90% |
09/07/2024 | 7.32% | 0.18 CHF | 0.19 CHF | 345,700 | 345,700 | 119,892 | 119,892 | 20,138 CHF | 21,476 CHF | 100.00% | 100.00% |
08/07/2024 | 7.40% | 0.18 CHF | 0.19 CHF | 351,100 | 351,100 | 121,696 | 121,696 | 20,903 CHF | 22,263 CHF | 99.89% | 99.89% |
05/07/2024 | 7.19% | 0.17 CHF | 0.18 CHF | 340,800 | 340,800 | 118,072 | 118,072 | 19,623 CHF | 20,941 CHF | 99.70% | 99.70% |
04/07/2024 | 6.79% | 0.18 CHF | 0.19 CHF | 67,400 | 67,400 | 58,473 | 58,473 | 10,521 CHF | 11,240 CHF | 98.88% | 98.88% |
03/07/2024 | 6.37% | 0.17 CHF | 0.18 CHF | 299,700 | 299,700 | 102,574 | 102,574 | 19,093 CHF | 20,237 CHF | 100.00% | 100.00% |
02/07/2024 | 6.59% | 0.20 CHF | 0.21 CHF | 307,600 | 307,600 | 105,341 | 105,341 | 20,144 CHF | 21,323 CHF | 100.00% | 100.00% |