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 | 1.75% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 90,477 | 50,000 | 51,211 CHF | 28,807 CHF | 99.77% | 99.77% |
12/07/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 89,981 | 49,990 | 51,553 CHF | 29,141 CHF | 97.74% | 97.74% |
11/07/2024 | 2.30% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 87,129 | 47,616 | 50,084 CHF | 27,896 CHF | 97.10% | 97.10% |
10/07/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,988 CHF | 29,382 CHF | 100.00% | 100.00% |
09/07/2024 | 1.74% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,334 | 50,000 | 51,363 CHF | 28,933 CHF | 100.00% | 100.00% |
08/07/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 99,492 | 50,000 | 54,081 CHF | 27,683 CHF | 100.00% | 100.00% |
05/07/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 99,962 | 49,983 | 53,972 CHF | 27,487 CHF | 90.82% | 90.82% |
04/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 99,126 | 50,000 | 54,148 CHF | 27,819 CHF | 96.33% | 96.33% |
03/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 90,841 | 50,000 | 51,534 CHF | 28,873 CHF | 98.07% | 98.07% |
02/07/2024 | 1.69% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,972 CHF | 29,929 CHF | 100.00% | 100.00% |