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 | - | 0.22 CHF | - CHF | 114,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/07/2024 | - | 0.20 CHF | - CHF | 112,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/07/2024 | - | 0.22 CHF | - CHF | 114,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
10/07/2024 | - | 0.22 CHF | - CHF | 114,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
09/07/2024 | - | 0.24 CHF | - CHF | 114,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/07/2024 | 4.25% | 0.21 CHF | 0.24 CHF | 112,000 | 114,000 | 114,000 | 114,000 | 26,243 CHF | 27,383 CHF | 1.28% | 100.00% |
05/07/2024 | 4.44% | 0.23 CHF | 0.24 CHF | 114,000 | 114,000 | 113,999 | 113,999 | 25,118 CHF | 26,258 CHF | 99.81% | 99.81% |
04/07/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 25,207 CHF | 26,347 CHF | 99.49% | 99.49% |
03/07/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 114,000 | 114,000 | 113,627 | 113,627 | 24,270 CHF | 25,406 CHF | 99.37% | 99.37% |
02/07/2024 | 4.86% | 0.23 CHF | 0.24 CHF | 114,000 | 114,000 | 108,834 | 108,834 | 23,973 CHF | 25,072 CHF | 100.00% | 100.00% |