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 | 2.04% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,710 CHF | 35,537 CHF | 98.73% | 98.73% |
12/07/2024 | 2.88% | 0.66 CHF | 0.68 CHF | 25,000 | 25,000 | 35,300 | 29,682 | 23,378 CHF | 20,213 CHF | 91.77% | 91.77% |
11/07/2024 | 2.45% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 107,538 | 50,000 | 51,963 CHF | 24,790 CHF | 99.15% | 99.15% |
10/07/2024 | 2.67% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,015 | 50,000 | 51,577 CHF | 24,074 CHF | 59.92% | 59.92% |
09/07/2024 | 2.39% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 53,474 CHF | 24,894 CHF | 100.00% | 100.00% |
08/07/2024 | 2.56% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 109,302 | 50,000 | 52,759 CHF | 24,766 CHF | 100.00% | 100.00% |
05/07/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 101,699 | 50,000 | 51,170 CHF | 25,721 CHF | 99.62% | 99.62% |
04/07/2024 | 2.17% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 109,967 | 50,000 | 53,605 CHF | 24,909 CHF | 100.00% | 100.00% |
03/07/2024 | 2.67% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,405 CHF | 24,465 CHF | 99.73% | 99.73% |
02/07/2024 | 2.33% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 104,112 | 50,000 | 51,709 CHF | 25,434 CHF | 100.00% | 100.00% |