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 | - | 0.35 CHF | 0.41 CHF | 150,000 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
12/07/2024 | 2.68% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 139,421 | 100,000 | 51,336 CHF | 37,830 CHF | 99.38% | 99.38% |
11/07/2024 | 2.89% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 151,527 | 100,000 | 51,687 CHF | 35,156 CHF | 99.15% | 99.15% |
10/07/2024 | 3.24% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 151,361 | 96,053 | 49,175 CHF | 32,176 CHF | 100.00% | 100.00% |
09/07/2024 | 6.31% | 0.28 CHF | 0.30 CHF | 50,000 | 50,000 | 53,262 | 51,255 | 16,102 CHF | 16,529 CHF | 100.00% | 100.00% |
08/07/2024 | 2.64% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 137,928 | 100,000 | 51,585 CHF | 38,428 CHF | 100.00% | 100.00% |
05/07/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 121,921 | 100,000 | 52,001 CHF | 43,734 CHF | 99.62% | 99.62% |
04/07/2024 | 2.56% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 122,337 | 100,000 | 51,256 CHF | 43,008 CHF | 99.38% | 99.38% |
03/07/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 127,523 | 100,000 | 52,258 CHF | 41,999 CHF | 99.73% | 99.73% |
02/07/2024 | 2.75% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 143,931 | 100,000 | 51,577 CHF | 36,870 CHF | 99.48% | 99.48% |