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 | - | 0.75 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.72% |
12/07/2024 | 1.38% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 215,618 CHF | 72,873 CHF | 93.75% | 97.68% |
11/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,452 CHF | 68,818 CHF | 99.46% | 99.46% |
10/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,574 CHF | 68,525 CHF | 94.56% | 94.56% |
09/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 208,984 CHF | 70,661 CHF | 99.11% | 99.11% |
08/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,839 CHF | 71,946 CHF | 21.66% | 98.86% |
05/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,142 CHF | 73,714 CHF | 99.56% | 99.56% |
04/07/2024 | 1.34% | 0.75 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,946 CHF | 74,982 CHF | 91.34% | 99.57% |
03/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 218,200 CHF | 73,733 CHF | 98.95% | 99.50% |
02/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 217,556 CHF | 73,519 CHF | 99.56% | 99.56% |