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 | 2.00% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 105,524 | 100,000 | 52,230 CHF | 50,523 CHF | 98.72% | 98.72% |
12/07/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 101,587 | 100,000 | 51,124 CHF | 51,346 CHF | 99.38% | 99.38% |
11/07/2024 | 2.07% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 108,833 | 100,000 | 52,047 CHF | 48,847 CHF | 99.16% | 99.16% |
10/07/2024 | 2.33% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 106,038 | 96,053 | 48,699 CHF | 45,114 CHF | 100.00% | 100.00% |
09/07/2024 | 4.41% | 0.42 CHF | 0.44 CHF | 50,000 | 50,000 | 51,762 | 51,254 | 22,638 CHF | 23,424 CHF | 100.00% | 100.00% |
08/07/2024 | - | 0.51 CHF | 0.56 CHF | 100,000 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05/07/2024 | 2.02% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,111 CHF | 57,257 CHF | 99.62% | 99.62% |
04/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,502 CHF | 56,502 CHF | 99.38% | 99.38% |
03/07/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,562 CHF | 55,562 CHF | 99.73% | 99.73% |
02/07/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 105,839 | 100,000 | 52,263 CHF | 50,424 CHF | 100.00% | 100.00% |