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 | 2.43% | 0.54 CHF | 0.56 CHF | 100,000 | 50,000 | 90,897 | 50,000 | 53,235 CHF | 30,023 CHF | 97.09% | 97.09% |
12/07/2024 | 2.35% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,391 | 50,000 | 51,399 CHF | 29,111 CHF | 94.50% | 94.50% |
11/07/2024 | 2.49% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 92,225 | 50,000 | 52,688 CHF | 29,313 CHF | 98.99% | 98.99% |
10/07/2024 | 2.54% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,286 CHF | 27,329 CHF | 100.00% | 100.00% |
09/07/2024 | 2.31% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 96,852 | 50,000 | 53,128 CHF | 28,093 CHF | 100.00% | 100.00% |
08/07/2024 | 2.31% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,001 CHF | 30,134 CHF | 100.00% | 100.00% |
05/07/2024 | 2.40% | 0.58 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,593 CHF | 30,497 CHF | 98.87% | 98.87% |
04/07/2024 | 2.24% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,025 | 50,000 | 53,446 CHF | 34,151 CHF | 100.00% | 100.00% |
03/07/2024 | 2.28% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 81,853 | 50,000 | 51,962 CHF | 32,492 CHF | 99.73% | 99.73% |
02/07/2024 | 2.26% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 87,278 | 50,000 | 53,478 CHF | 31,371 CHF | 99.27% | 99.27% |