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 | - | 0.79 CHF | - CHF | 125,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.96% |
12/07/2024 | 1.18% | 0.72 CHF | 0.73 CHF | 108,600 | 108,600 | 110,999 | 110,999 | 93,955 CHF | 95,065 CHF | 100.00% | 100.00% |
11/07/2024 | 1.38% | 0.81 CHF | 0.82 CHF | 123,400 | 123,400 | 121,670 | 121,670 | 87,777 CHF | 88,993 CHF | 100.00% | 100.00% |
10/07/2024 | 1.16% | 0.77 CHF | 0.78 CHF | 102,100 | 102,100 | 103,163 | 103,163 | 88,726 CHF | 89,758 CHF | 100.00% | 100.00% |
09/07/2024 | 1.22% | 0.87 CHF | 0.88 CHF | 118,300 | 118,300 | 116,627 | 116,627 | 95,376 CHF | 96,543 CHF | 100.00% | 100.00% |
08/07/2024 | 1.30% | 0.80 CHF | 0.81 CHF | 111,600 | 111,600 | 111,234 | 111,234 | 85,301 CHF | 86,413 CHF | 100.00% | 100.00% |
05/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 102,700 | 102,700 | 102,700 | 102,700 | 82,708 CHF | 83,735 CHF | 99.82% | 99.82% |
04/07/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 106,000 | 106,000 | 104,785 | 104,785 | 89,840 CHF | 90,887 CHF | 99.50% | 99.50% |
03/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 86,800 | 86,800 | 86,318 | 86,318 | 75,477 CHF | 76,340 CHF | 99.90% | 99.90% |
02/07/2024 | 0.87% | 1.06 CHF | 1.07 CHF | 78,800 | 78,800 | 79,743 | 79,743 | 91,597 CHF | 92,394 CHF | 100.00% | 100.00% |