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 | - | 0.02 CHF | - CHF | 148,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 8.59% |
12/07/2024 | - | 0.06 CHF | - CHF | 150,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/07/2024 | - | 0.10 CHF | 0.19 CHF | 152,000 | 3,800 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/07/2024 | 5.18% | 0.14 CHF | 0.15 CHF | 152,000 | 152,000 | 153,877 | 153,877 | 29,183 CHF | 30,722 CHF | 99.99% | 99.99% |
09/07/2024 | 5.49% | 0.20 CHF | 0.21 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 27,384 CHF | 28,924 CHF | 99.73% | 99.73% |
08/07/2024 | 4.93% | 0.20 CHF | 0.21 CHF | 154,000 | 154,000 | 154,276 | 154,276 | 30,693 CHF | 32,236 CHF | 99.32% | 99.32% |
05/07/2024 | 4.88% | 0.23 CHF | 0.24 CHF | 156,000 | 156,000 | 154,331 | 154,331 | 31,023 CHF | 32,566 CHF | 100.00% | 100.00% |
04/07/2024 | 4.71% | 0.19 CHF | 0.20 CHF | 154,000 | 154,000 | 154,366 | 154,366 | 32,070 CHF | 33,613 CHF | 99.59% | 99.59% |
03/07/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 156,000 | 156,000 | 156,000 | 156,000 | 38,175 CHF | 39,735 CHF | 100.00% | 100.00% |
02/07/2024 | 3.76% | 0.24 CHF | 0.25 CHF | 156,000 | 156,000 | 156,001 | 156,001 | 40,829 CHF | 42,389 CHF | 100.00% | 100.00% |