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 | - | 0.26 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.51% |
12/07/2024 | 0.70% | 0.47 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,704 CHF | 10,779 CHF | 100.00% | 100.00% |
11/07/2024 | 1.07% | 0.33 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,018 CHF | 7,093 CHF | 99.83% | 99.83% |
10/07/2024 | 2.19% | 0.20 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,679 CHF | 3,754 CHF | 100.00% | 100.00% |
09/07/2024 | 2.00% | 0.09 CHF | 0.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,837 CHF | 3,912 CHF | 100.00% | 100.00% |
08/07/2024 | 1.02% | 0.19 CHF | 0.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,562 CHF | 7,637 CHF | 99.99% | 99.99% |
05/07/2024 | 0.67% | 0.38 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,166 CHF | 11,241 CHF | 81.05% | 98.95% |
04/07/2024 | 0.72% | 0.43 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,334 CHF | 10,409 CHF | 94.14% | 99.17% |
03/07/2024 | 0.70% | 0.39 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,691 CHF | 10,766 CHF | 63.81% | 100.00% |
02/07/2024 | 0.99% | 0.31 CHF | 0.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,614 CHF | 7,689 CHF | 99.97% | 99.97% |