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 | - | 0.62 CHF | 0.67 CHF | 90,000 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
12/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,737 CHF | 64,737 CHF | 99.38% | 99.38% |
11/07/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,049 CHF | 62,049 CHF | 99.15% | 99.15% |
10/07/2024 | 1.80% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 96,053 | 96,053 | 56,966 CHF | 57,963 CHF | 100.00% | 100.00% |
09/07/2024 | 3.39% | 0.55 CHF | 0.57 CHF | 50,000 | 50,000 | 51,255 | 51,255 | 29,294 CHF | 30,294 CHF | 100.00% | 100.00% |
08/07/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,301 CHF | 65,301 CHF | 100.00% | 100.00% |
05/07/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,549 CHF | 70,549 CHF | 99.62% | 99.62% |
04/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,795 CHF | 69,795 CHF | 99.38% | 99.38% |
03/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,828 CHF | 68,828 CHF | 99.73% | 99.73% |
02/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,778 CHF | 63,778 CHF | 100.00% | 100.00% |