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 | 1.92% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 100,311 | 50,000 | 51,723 CHF | 26,285 CHF | 99.77% | 99.77% |
12/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 99,978 | 49,990 | 52,754 CHF | 26,878 CHF | 97.74% | 97.74% |
11/07/2024 | 2.52% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 94,923 | 47,582 | 49,801 CHF | 25,466 CHF | 97.19% | 97.19% |
10/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,688 CHF | 26,844 CHF | 100.00% | 100.00% |
09/07/2024 | 1.89% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,307 CHF | 26,654 CHF | 100.00% | 100.00% |
08/07/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 105,228 | 50,000 | 52,193 CHF | 25,315 CHF | 100.00% | 100.00% |
05/07/2024 | 2.01% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 103,277 | 49,983 | 50,883 CHF | 25,157 CHF | 91.78% | 91.78% |
04/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 102,483 | 50,000 | 51,205 CHF | 25,494 CHF | 68.21% | 68.21% |
03/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,001 | 50,000 | 51,570 CHF | 26,285 CHF | 98.07% | 98.07% |
02/07/2024 | 1.85% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 98,581 | 50,000 | 52,914 CHF | 27,354 CHF | 100.00% | 100.00% |