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 | - | 0.49 CHF | - CHF | 62,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
12/07/2024 | - | 0.40 CHF | - CHF | 61,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
11/07/2024 | - | 0.50 CHF | - CHF | 62,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
10/07/2024 | 1.83% | 0.45 CHF | 0.46 CHF | 62,000 | 62,000 | 62,625 | 62,625 | 34,133 CHF | 34,759 CHF | 100.00% | 100.00% |
09/07/2024 | 2.04% | 0.55 CHF | 0.56 CHF | 63,000 | 63,000 | 62,118 | 62,118 | 30,258 CHF | 30,879 CHF | 99.99% | 99.99% |
08/07/2024 | 2.32% | 0.47 CHF | 0.48 CHF | 62,000 | 62,000 | 61,798 | 61,798 | 26,471 CHF | 27,089 CHF | 100.00% | 100.00% |
05/07/2024 | 2.08% | 0.50 CHF | 0.51 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 29,512 CHF | 30,132 CHF | 99.81% | 99.81% |
04/07/2024 | 1.87% | 0.56 CHF | 0.57 CHF | 63,000 | 63,000 | 62,284 | 62,284 | 33,144 CHF | 33,767 CHF | 99.50% | 99.50% |
03/07/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 63,000 | 63,000 | 62,630 | 62,630 | 34,592 CHF | 35,219 CHF | 99.51% | 99.51% |
02/07/2024 | 1.26% | 0.72 CHF | 0.73 CHF | 64,000 | 64,000 | 64,786 | 64,786 | 51,424 CHF | 52,072 CHF | 100.00% | 100.00% |