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 | - | 0.52 CHF | - CHF | 114,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 112,000 | 112,000 | 112,325 | 112,325 | 57,073 CHF | 58,197 CHF | 100.00% | 100.00% |
11/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 114,000 | 114,000 | 113,606 | 113,606 | 59,146 CHF | 60,283 CHF | 100.00% | 100.00% |
10/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 114,000 | 114,000 | 113,617 | 113,617 | 58,573 CHF | 59,709 CHF | 100.00% | 100.00% |
09/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 114,000 | 114,000 | 114,667 | 114,667 | 61,669 CHF | 62,815 CHF | 100.00% | 100.00% |
08/07/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 112,000 | 112,000 | 113,825 | 113,825 | 58,342 CHF | 59,481 CHF | 100.00% | 100.00% |
05/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 114,000 | 114,000 | 113,999 | 113,999 | 59,492 CHF | 60,632 CHF | 99.82% | 99.82% |
04/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 59,394 CHF | 60,534 CHF | 99.50% | 99.50% |
03/07/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 114,000 | 114,000 | 113,627 | 113,627 | 58,364 CHF | 59,500 CHF | 99.36% | 99.36% |
02/07/2024 | 2.10% | 0.53 CHF | 0.54 CHF | 114,000 | 114,000 | 108,834 | 108,834 | 56,540 CHF | 57,640 CHF | 100.00% | 100.00% |