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 | 106,201 | 50,000 | 52,351 CHF | 25,166 CHF | 99.77% | 99.77% |
12/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 101,895 | 49,990 | 50,750 CHF | 25,407 CHF | 97.74% | 97.74% |
11/07/2024 | 2.63% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 97,227 | 47,554 | 48,682 CHF | 24,338 CHF | 96.06% | 96.06% |
10/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 101,031 | 50,000 | 50,835 CHF | 25,665 CHF | 100.00% | 100.00% |
09/07/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 106,237 | 50,000 | 52,454 CHF | 25,208 CHF | 99.99% | 99.99% |
08/07/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,460 CHF | 23,891 CHF | 100.00% | 100.00% |
05/07/2024 | 2.14% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 112,706 | 49,983 | 52,244 CHF | 23,697 CHF | 91.75% | 91.75% |
04/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,796 CHF | 24,044 CHF | 54.63% | 54.63% |
03/07/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 105,661 | 50,000 | 52,001 CHF | 25,126 CHF | 98.08% | 98.08% |
02/07/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 101,696 | 50,000 | 52,068 CHF | 26,119 CHF | 100.00% | 100.00% |