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 | - | 0.02 CHF | 0.04 CHF | 290,000 | 290,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 25.87% |
12/07/2024 | 24.99% | 0.03 CHF | 0.04 CHF | 290,000 | 290,000 | 294,018 | 294,018 | 10,649 CHF | 13,590 CHF | 100.00% | 100.00% |
11/07/2024 | 15.21% | 0.06 CHF | 0.07 CHF | 300,000 | 300,000 | 299,796 | 299,796 | 18,446 CHF | 21,446 CHF | 99.99% | 99.99% |
10/07/2024 | 8.81% | 0.08 CHF | 0.09 CHF | 300,000 | 300,000 | 300,012 | 300,012 | 32,874 CHF | 35,874 CHF | 100.00% | 100.00% |
09/07/2024 | 7.86% | 0.13 CHF | 0.14 CHF | 310,000 | 310,000 | 305,574 | 305,574 | 37,687 CHF | 40,746 CHF | 99.73% | 99.73% |
08/07/2024 | 6.81% | 0.14 CHF | 0.16 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 44,000 CHF | 47,100 CHF | 99.31% | 99.31% |
05/07/2024 | 7.74% | 0.14 CHF | 0.16 CHF | 310,000 | 310,000 | 305,928 | 305,928 | 38,253 CHF | 41,313 CHF | 100.00% | 100.00% |
04/07/2024 | 6.23% | 0.14 CHF | 0.16 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 48,443 CHF | 51,543 CHF | 99.57% | 99.57% |
03/07/2024 | 8.99% | 0.12 CHF | 0.13 CHF | 300,000 | 300,000 | 300,108 | 300,108 | 32,039 CHF | 35,040 CHF | 100.00% | 100.00% |
02/07/2024 | 9.61% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 29,789 CHF | 32,789 CHF | 100.00% | 100.00% |