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 | - | 0.39 CHF | - CHF | 114,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/07/2024 | - | 0.36 CHF | - CHF | 112,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/07/2024 | - | 0.38 CHF | - CHF | 114,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
10/07/2024 | - | 0.38 CHF | - CHF | 114,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
09/07/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 114,000 | 114,000 | 114,722 | 114,722 | 46,182 CHF | 47,329 CHF | 92.44% | 100.00% |
08/07/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 112,000 | 112,000 | 113,825 | 113,825 | 42,905 CHF | 44,044 CHF | 100.00% | 100.00% |
05/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 114,000 | 114,000 | 113,999 | 113,999 | 43,704 CHF | 44,844 CHF | 99.82% | 99.82% |
04/07/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 43,912 CHF | 45,052 CHF | 99.50% | 99.50% |
03/07/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 114,000 | 114,000 | 113,627 | 113,627 | 42,914 CHF | 44,050 CHF | 99.36% | 99.36% |
02/07/2024 | 2.82% | 0.39 CHF | 0.40 CHF | 114,000 | 114,000 | 108,834 | 108,834 | 41,866 CHF | 42,966 CHF | 100.00% | 100.00% |