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% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 105,343 | 50,000 | 52,230 CHF | 25,315 CHF | 98.52% | 98.52% |
12/07/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 102,154 | 50,000 | 51,704 CHF | 25,824 CHF | 99.38% | 99.38% |
11/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,348 | 50,000 | 50,873 CHF | 25,851 CHF | 99.16% | 99.16% |
10/07/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 92,228 | 50,000 | 51,712 CHF | 28,560 CHF | 100.00% | 100.00% |
09/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,405 | 50,000 | 51,068 CHF | 28,747 CHF | 100.00% | 100.00% |
08/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,457 | 50,000 | 51,356 CHF | 28,892 CHF | 100.00% | 100.00% |
05/07/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,931 CHF | 29,350 CHF | 99.62% | 99.62% |
04/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,989 CHF | 29,383 CHF | 100.00% | 100.00% |
03/07/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 88,536 | 50,000 | 54,283 CHF | 31,170 CHF | 99.73% | 99.73% |
02/07/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 81,507 | 50,000 | 52,538 CHF | 32,753 CHF | 100.00% | 100.00% |