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 | - | 0.27 CHF | - CHF | 114,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/07/2024 | - | 0.25 CHF | - CHF | 112,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/07/2024 | 3.51% | 0.27 CHF | 0.29 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 31,920 CHF | 33,060 CHF | 12.98% | 100.00% |
10/07/2024 | - | 0.27 CHF | - CHF | 114,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
09/07/2024 | 3.44% | 0.28 CHF | 0.29 CHF | 114,000 | 114,000 | 114,667 | 114,667 | 32,799 CHF | 33,946 CHF | 100.00% | 100.00% |
08/07/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 112,000 | 112,000 | 113,825 | 113,825 | 29,731 CHF | 30,869 CHF | 100.00% | 100.00% |
05/07/2024 | 3.64% | 0.28 CHF | 0.29 CHF | 114,000 | 114,000 | 113,999 | 113,999 | 30,783 CHF | 31,923 CHF | 99.82% | 99.82% |
04/07/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 30,771 CHF | 31,911 CHF | 99.50% | 99.50% |
03/07/2024 | 3.74% | 0.27 CHF | 0.28 CHF | 114,000 | 114,000 | 113,627 | 113,627 | 29,797 CHF | 30,933 CHF | 99.36% | 99.36% |
02/07/2024 | 4.01% | 0.27 CHF | 0.28 CHF | 114,000 | 114,000 | 108,834 | 108,834 | 29,212 CHF | 30,312 CHF | 100.00% | 100.00% |