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 | - | 77.69 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/07/2024 | 0.89% | 78.27 % | 78.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 117,631 CHF | 118,681 CHF | 78.03% | 78.03% |
11/07/2024 | 0.89% | 78.41 % | 79.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 117,852 CHF | 118,902 CHF | 99.97% | 99.97% |
10/07/2024 | 0.89% | 78.53 % | 79.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 117,408 CHF | 118,458 CHF | 94.72% | 94.72% |
09/07/2024 | - | 76.30 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.75% |
08/07/2024 | - | 76.28 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.77% |
05/07/2024 | 0.91% | 75.85 % | 76.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 114,602 CHF | 115,652 CHF | 99.61% | 99.61% |
04/07/2024 | - | 77.18 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.09% |
03/07/2024 | - | 76.17 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
02/07/2024 | - | 76.78 % | - % | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 50.62% |