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 | 1.89% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,502 CHF | 26,751 CHF | 99.78% | 99.78% |
12/07/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 99,978 | 49,990 | 52,970 CHF | 26,986 CHF | 97.74% | 97.74% |
11/07/2024 | 2.45% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 94,561 | 47,583 | 50,396 CHF | 25,853 CHF | 97.19% | 97.19% |
10/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,543 CHF | 27,272 CHF | 100.00% | 100.00% |
09/07/2024 | 1.88% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 99,936 | 50,000 | 52,635 CHF | 26,835 CHF | 100.00% | 100.00% |
08/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 101,522 | 50,000 | 50,909 CHF | 25,581 CHF | 100.00% | 100.00% |
05/07/2024 | 2.00% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 102,827 | 49,985 | 51,061 CHF | 25,353 CHF | 91.78% | 91.78% |
04/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,273 | 50,000 | 50,400 CHF | 25,633 CHF | 98.06% | 98.06% |
03/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,475 CHF | 26,738 CHF | 98.07% | 98.07% |
02/07/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 97,613 | 50,000 | 53,231 CHF | 27,790 CHF | 100.00% | 100.00% |