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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | - | 1,12 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,63% |
15/07/2024 | - | 0,97 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,18% |
12/07/2024 | - | 0,89 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,41% |
11/07/2024 | - | 0,85 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,69% |
10/07/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 336 748 CHF | 113 749 CHF | 21,44% | 98,53% |
09/07/2024 | - | 0,78 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,55% |
08/07/2024 | - | 0,81 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 96,26% |
05/07/2024 | 1,26% | 0,81 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 354 853 CHF | 119 784 CHF | 0,51% | 99,45% |
04/07/2024 | - | 0,85 CHF | - CHF | 450 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,42% |
03/07/2024 | 1,26% | 0,82 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 355 500 CHF | 120 000 CHF | 1,43% | 99,47% |