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 | - | 0.14 CHF | 0.11 CHF | 194,836 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.72% |
12/07/2024 | 8.76% | 0.07 CHF | 0.08 CHF | 192,196 | 100,000 | 194,110 | 100,000 | 22,112 CHF | 12,378 CHF | 97.13% | 97.13% |
11/07/2024 | 5.52% | 0.15 CHF | 0.16 CHF | 195,343 | 100,000 | 197,078 | 100,000 | 34,867 CHF | 18,688 CHF | 99.08% | 99.08% |
10/07/2024 | 5.06% | 0.17 CHF | 0.18 CHF | 197,452 | 100,000 | 198,108 | 100,000 | 38,287 CHF | 20,324 CHF | 98.75% | 98.75% |
09/07/2024 | 5.65% | 0.18 CHF | 0.19 CHF | 197,230 | 100,000 | 197,215 | 100,000 | 34,010 CHF | 18,244 CHF | 100.00% | 100.00% |
08/07/2024 | 5.81% | 0.18 CHF | 0.19 CHF | 197,142 | 100,000 | 196,389 | 100,000 | 32,910 CHF | 17,756 CHF | 98.75% | 98.75% |
05/07/2024 | 6.74% | 0.17 CHF | 0.18 CHF | 197,145 | 100,000 | 196,062 | 100,000 | 28,346 CHF | 15,454 CHF | 98.35% | 98.35% |
04/07/2024 | 5.29% | 0.16 CHF | 0.17 CHF | 196,870 | 100,000 | 198,091 | 100,000 | 36,545 CHF | 19,447 CHF | 100.00% | 100.00% |
03/07/2024 | 5.11% | 0.19 CHF | 0.20 CHF | 198,522 | 100,000 | 198,998 | 100,000 | 38,091 CHF | 20,139 CHF | 98.93% | 98.93% |
02/07/2024 | 4.10% | 0.21 CHF | 0.22 CHF | 200,132 | 100,000 | 200,277 | 100,000 | 48,035 CHF | 24,989 CHF | 93.34% | 93.34% |