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 | - | 0.35 CHF | - CHF | 114,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/07/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 112,000 | 112,000 | 112,325 | 112,325 | 37,996 CHF | 39,119 CHF | 100.00% | 100.00% |
11/07/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 114,000 | 114,000 | 113,602 | 113,602 | 39,890 CHF | 41,027 CHF | 100.00% | 100.00% |
10/07/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 114,000 | 114,000 | 113,617 | 113,617 | 39,346 CHF | 40,482 CHF | 100.00% | 100.00% |
09/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 114,000 | 114,000 | 114,667 | 114,667 | 42,285 CHF | 43,432 CHF | 100.00% | 100.00% |
08/07/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 112,000 | 112,000 | 113,825 | 113,825 | 39,086 CHF | 40,225 CHF | 100.00% | 100.00% |
05/07/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 114,000 | 114,000 | 113,999 | 113,999 | 40,157 CHF | 41,297 CHF | 99.81% | 99.81% |
04/07/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 40,056 CHF | 41,196 CHF | 99.49% | 99.49% |
03/07/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 114,000 | 114,000 | 113,627 | 113,627 | 39,136 CHF | 40,272 CHF | 99.37% | 99.37% |
02/07/2024 | 3.08% | 0.36 CHF | 0.37 CHF | 114,000 | 114,000 | 108,834 | 108,834 | 38,213 CHF | 39,313 CHF | 100.00% | 100.00% |