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 | - | 0.40 CHF | - CHF | 25,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 93.51% |
12/07/2024 | 0.53% | 0.61 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,231 CHF | 14,306 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 0.47 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,540 CHF | 10,615 CHF | 99.94% | 99.94% |
10/07/2024 | 1.06% | 0.34 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,191 CHF | 7,266 CHF | 100.00% | 100.00% |
09/07/2024 | 1.02% | 0.23 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,351 CHF | 7,426 CHF | 99.99% | 99.99% |
08/07/2024 | 0.68% | 0.33 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,071 CHF | 11,146 CHF | 100.00% | 100.00% |
05/07/2024 | 0.52% | 0.52 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,335 CHF | 14,410 CHF | 98.95% | 98.95% |
04/07/2024 | 0.54% | 0.56 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,822 CHF | 13,897 CHF | 99.17% | 99.17% |
03/07/2024 | 0.54% | 0.53 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,839 CHF | 13,914 CHF | 100.00% | 100.00% |
02/07/2024 | 0.67% | 0.45 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,114 CHF | 11,189 CHF | 99.96% | 99.96% |