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 | 2.01% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 106,175 | 50,000 | 52,399 CHF | 25,194 CHF | 99.70% | 99.70% |
12/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 101,749 | 49,990 | 50,699 CHF | 25,417 CHF | 97.74% | 97.74% |
11/07/2024 | 2.53% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 98,095 | 47,892 | 49,129 CHF | 24,514 CHF | 96.39% | 96.39% |
10/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 103,392 | 50,000 | 51,534 CHF | 25,437 CHF | 100.00% | 100.00% |
09/07/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 106,019 | 50,000 | 52,392 CHF | 25,229 CHF | 99.99% | 99.99% |
08/07/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,550 CHF | 23,932 CHF | 100.00% | 100.00% |
05/07/2024 | 2.14% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 112,684 | 49,985 | 52,272 CHF | 23,714 CHF | 91.78% | 91.78% |
04/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,825 CHF | 24,057 CHF | 54.61% | 54.61% |
03/07/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 105,614 | 50,000 | 52,003 CHF | 25,138 CHF | 98.07% | 98.07% |
02/07/2024 | 1.95% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 101,968 | 50,000 | 51,779 CHF | 25,912 CHF | 99.97% | 99.97% |