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 | - | 0.43 CHF | - CHF | 114,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/07/2024 | 2.25% | 0.41 CHF | 0.44 CHF | 112,000 | 114,000 | 114,000 | 114,000 | 50,025 CHF | 51,165 CHF | 1.78% | 100.00% |
11/07/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 114,000 | 114,000 | 113,863 | 113,863 | 49,487 CHF | 50,625 CHF | 85.01% | 99.99% |
10/07/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 50,134 CHF | 51,274 CHF | 23.77% | 100.00% |
09/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 114,000 | 114,000 | 114,667 | 114,667 | 51,605 CHF | 52,752 CHF | 100.00% | 100.00% |
08/07/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 112,000 | 112,000 | 113,825 | 113,825 | 48,408 CHF | 49,547 CHF | 100.00% | 100.00% |
05/07/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 114,000 | 114,000 | 113,999 | 113,999 | 49,342 CHF | 50,482 CHF | 99.81% | 99.81% |
04/07/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 49,405 CHF | 50,545 CHF | 99.49% | 99.49% |
03/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 114,000 | 114,000 | 113,627 | 113,627 | 48,492 CHF | 49,628 CHF | 99.35% | 99.35% |
02/07/2024 | 2.51% | 0.44 CHF | 0.45 CHF | 114,000 | 114,000 | 108,834 | 108,834 | 47,148 CHF | 48,247 CHF | 100.00% | 100.00% |