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 | - | 3.43 CHF | - CHF | 19,400 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.81% |
12/07/2024 | - | 3.05 CHF | - CHF | 21,800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/07/2024 | 2.27% | 2.89 CHF | 2.90 CHF | 22,800 | 22,800 | 8,007 | 8,007 | 21,787 CHF | 22,049 CHF | 99.99% | 99.99% |
10/07/2024 | 2.33% | 2.50 CHF | 2.51 CHF | 26,200 | 26,200 | 9,144 | 9,144 | 21,463 CHF | 21,742 CHF | 99.90% | 99.90% |
09/07/2024 | 2.31% | 2.32 CHF | 2.33 CHF | 27,500 | 27,500 | 9,579 | 9,579 | 21,276 CHF | 21,554 CHF | 99.90% | 99.90% |
08/07/2024 | 2.38% | 2.34 CHF | 2.35 CHF | 27,900 | 27,900 | 9,704 | 9,704 | 22,043 CHF | 22,327 CHF | 99.89% | 99.89% |
05/07/2024 | 2.28% | 2.18 CHF | 2.19 CHF | 27,100 | 27,100 | 9,423 | 9,423 | 20,687 CHF | 20,961 CHF | 99.70% | 99.70% |
04/07/2024 | 2.37% | 2.39 CHF | 2.42 CHF | 5,400 | 5,400 | 4,709 | 4,709 | 11,151 CHF | 11,401 CHF | 98.88% | 98.88% |
03/07/2024 | 2.29% | 2.28 CHF | 2.29 CHF | 23,800 | 23,800 | 8,165 | 8,165 | 20,036 CHF | 20,301 CHF | 99.37% | 99.37% |
02/07/2024 | 2.42% | 2.55 CHF | 2.56 CHF | 24,500 | 24,500 | 8,433 | 8,433 | 21,195 CHF | 21,473 CHF | 100.00% | 100.00% |