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 | 1.74% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 90,651 | 75,000 | 51,640 CHF | 43,486 CHF | 99.71% | 99.71% |
12/07/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 99,905 | 75,000 | 53,208 CHF | 40,696 CHF | 99.01% | 99.01% |
11/07/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 99,954 | 75,000 | 53,109 CHF | 40,601 CHF | 99.09% | 99.09% |
10/07/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 100,019 | 75,000 | 52,334 CHF | 39,993 CHF | 100.00% | 100.00% |
09/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 102,463 | 100,000 | 51,516 CHF | 51,312 CHF | 100.00% | 100.00% |
08/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,023 | 100,000 | 50,752 CHF | 51,741 CHF | 100.00% | 100.00% |
05/07/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 104,341 | 100,000 | 51,559 CHF | 50,459 CHF | 98.98% | 98.98% |
04/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,210 | 100,000 | 52,246 CHF | 48,410 CHF | 100.00% | 100.00% |
03/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 51,754 CHF | 48,049 CHF | 100.00% | 100.00% |
02/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 118,769 | 100,000 | 51,875 CHF | 44,717 CHF | 99.40% | 99.40% |