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 | - | 0.10 CHF | 0.13 CHF | 25,000 | 25,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
12/07/2024 | 3.19% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 167,705 | 100,000 | 51,731 CHF | 31,903 CHF | 99.01% | 99.01% |
11/07/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 183,509 | 100,000 | 51,089 CHF | 28,863 CHF | 91.67% | 91.67% |
10/07/2024 | 4.20% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 215,551 | 100,000 | 50,247 CHF | 24,387 CHF | 78.64% | 78.64% |
09/07/2024 | 3.75% | 0.23 CHF | 0.24 CHF | 220,000 | 100,000 | 194,926 | 100,000 | 50,972 CHF | 27,338 CHF | 100.00% | 100.00% |
08/07/2024 | 3.42% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 179,179 | 100,000 | 51,511 CHF | 29,788 CHF | 100.00% | 100.00% |
05/07/2024 | 2.91% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 150,435 | 99,553 | 51,049 CHF | 35,008 CHF | 98.85% | 98.85% |
04/07/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 170,040 | 100,000 | 51,801 CHF | 31,502 CHF | 100.00% | 100.00% |
03/07/2024 | 3.56% | 0.29 CHF | 0.30 CHF | 180,000 | 100,000 | 185,783 | 100,000 | 51,245 CHF | 28,682 CHF | 99.82% | 99.82% |
02/07/2024 | 4.29% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 221,542 | 100,000 | 50,475 CHF | 23,876 CHF | 87.88% | 87.88% |