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 | - | 0.05 CHF | 0.22 CHF | 260,714 | 37,500 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 80.45% |
12/07/2024 | 3.09% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 162,080 | 75,000 | 51,687 CHF | 24,771 CHF | 99.01% | 99.01% |
11/07/2024 | 3.52% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 184,143 | 75,000 | 51,357 CHF | 21,761 CHF | 98.94% | 98.94% |
10/07/2024 | - | 0.18 CHF | - CHF | 258,558 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
09/07/2024 | 6.28% | 0.12 CHF | 0.13 CHF | 260,373 | 75,000 | 254,819 | 75,000 | 43,746 CHF | 13,738 CHF | 95.15% | 97.38% |
08/07/2024 | 6.60% | 0.14 CHF | 0.15 CHF | 259,201 | 75,000 | 256,261 | 75,000 | 43,617 CHF | 13,651 CHF | 92.00% | 92.00% |
05/07/2024 | 3.61% | 0.20 CHF | 0.21 CHF | 257,969 | 75,000 | 188,050 | 75,000 | 51,165 CHF | 21,255 CHF | 85.71% | 85.71% |
04/07/2024 | 4.14% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 196,489 | 75,000 | 50,920 CHF | 20,397 CHF | 100.00% | 100.00% |
03/07/2024 | 3.96% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 180,353 | 75,000 | 51,428 CHF | 22,393 CHF | 99.82% | 99.82% |
02/07/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 184,533 | 75,000 | 51,404 CHF | 21,687 CHF | 83.74% | 83.74% |