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 | - | 0.09 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.68% |
12/07/2024 | 7.34% | 0.08 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,621 CHF | 10,352 CHF | 16.11% | 99.01% |
11/07/2024 | 7.16% | 0.15 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,425 CHF | 10,123 CHF | 75.41% | 99.09% |
10/07/2024 | 5.17% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,262 CHF | 12,912 CHF | 100.00% | 100.00% |
09/07/2024 | 6.05% | 0.28 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,046 CHF | 12,795 CHF | 100.00% | 100.00% |
08/07/2024 | 5.45% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,364 CHF | 13,058 CHF | 100.00% | 100.00% |
05/07/2024 | 4.59% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,737 CHF | 15,428 CHF | 98.98% | 98.98% |
04/07/2024 | 3.75% | 0.36 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,361 CHF | 19,062 CHF | 100.00% | 100.00% |
03/07/2024 | 3.39% | 0.41 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,782 CHF | 20,464 CHF | 97.26% | 97.26% |
02/07/2024 | 2.43% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,918 CHF | 25,528 CHF | 100.00% | 100.00% |