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 | - | 0.23 CHF | 0.29 CHF | 220,000 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
12/07/2024 | 3.95% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 203,346 | 100,000 | 50,445 CHF | 25,830 CHF | 99.38% | 99.38% |
11/07/2024 | 4.42% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 228,442 | 100,000 | 50,495 CHF | 23,156 CHF | 99.16% | 99.16% |
10/07/2024 | 5.18% | 0.20 CHF | 0.21 CHF | 250,000 | 100,000 | 229,359 | 96,053 | 47,002 CHF | 20,656 CHF | 100.00% | 100.00% |
09/07/2024 | 10.24% | 0.16 CHF | 0.18 CHF | 50,000 | 50,000 | 56,472 | 51,255 | 10,245 CHF | 10,380 CHF | 100.00% | 100.00% |
08/07/2024 | 3.86% | 0.24 CHF | 0.25 CHF | 210,000 | 100,000 | 199,009 | 100,000 | 50,525 CHF | 26,428 CHF | 100.00% | 100.00% |
05/07/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 169,919 | 100,000 | 52,068 CHF | 31,734 CHF | 99.62% | 99.62% |
04/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 172,248 | 100,000 | 51,654 CHF | 31,008 CHF | 99.38% | 99.38% |
03/07/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 177,436 | 100,000 | 51,553 CHF | 30,069 CHF | 99.73% | 99.73% |
02/07/2024 | 4.10% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 211,771 | 100,000 | 50,577 CHF | 24,937 CHF | 99.41% | 99.41% |