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 | 2.22% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,050 | 100,000 | 51,042 CHF | 47,422 CHF | 98.73% | 98.73% |
12/07/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 51,922 CHF | 48,202 CHF | 99.38% | 99.38% |
11/07/2024 | 2.22% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 118,078 | 100,000 | 52,698 CHF | 45,660 CHF | 99.15% | 99.15% |
10/07/2024 | 2.50% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 114,474 | 96,053 | 48,920 CHF | 42,038 CHF | 100.00% | 100.00% |
09/07/2024 | 4.74% | 0.39 CHF | 0.41 CHF | 50,000 | 50,000 | 52,027 | 51,255 | 21,127 CHF | 21,825 CHF | 100.00% | 100.00% |
08/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 108,524 | 100,000 | 51,833 CHF | 48,792 CHF | 100.00% | 100.00% |
05/07/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,998 CHF | 54,078 CHF | 99.62% | 99.62% |
04/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,097 | 100,000 | 52,367 CHF | 53,351 CHF | 99.38% | 99.38% |
03/07/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,007 | 100,000 | 51,426 CHF | 52,423 CHF | 99.73% | 99.73% |
02/07/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 112,210 | 100,000 | 51,876 CHF | 47,262 CHF | 100.00% | 100.00% |