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 | 1.93% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,265 | 50,000 | 51,627 CHF | 26,249 CHF | 99.72% | 99.72% |
12/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 107,372 | 50,000 | 100,637 | 50,000 | 50,619 CHF | 25,653 CHF | 95.79% | 95.79% |
11/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 107,007 | 50,000 | 106,825 | 50,000 | 51,594 CHF | 24,652 CHF | 92.43% | 92.43% |
10/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,958 CHF | 26,479 CHF | 100.00% | 100.00% |
09/07/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 94,988 | 50,000 | 52,483 CHF | 28,151 CHF | 100.00% | 100.00% |
08/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,136 | 50,000 | 52,379 CHF | 26,657 CHF | 100.00% | 100.00% |
05/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 98,869 | 50,000 | 53,957 CHF | 27,795 CHF | 98.86% | 98.86% |
04/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 94,706 | 50,000 | 52,733 CHF | 28,363 CHF | 100.00% | 100.00% |
03/07/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,232 CHF | 30,629 CHF | 99.82% | 99.82% |
02/07/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 89,768 | 50,000 | 54,236 CHF | 30,712 CHF | 100.00% | 100.00% |