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 | 4.08% | 0.54 CHF | 0.56 CHF | 25,000 | 25,000 | 29,111 | 26,377 | 15,656 CHF | 14,747 CHF | 98.73% | 98.73% |
12/07/2024 | 2.45% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 101,905 | 50,000 | 51,232 CHF | 25,785 CHF | 99.38% | 99.38% |
11/07/2024 | 2.47% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 99,774 | 50,000 | 52,685 CHF | 27,067 CHF | 98.83% | 98.83% |
10/07/2024 | 2.72% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 106,205 | 50,000 | 52,372 CHF | 25,373 CHF | 100.00% | 100.00% |
09/07/2024 | 2.40% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 96,052 | 50,000 | 52,387 CHF | 27,973 CHF | 99.99% | 99.99% |
08/07/2024 | 2.34% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 99,869 | 50,000 | 52,227 CHF | 26,769 CHF | 100.00% | 100.00% |
05/07/2024 | 2.30% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,038 | 50,000 | 52,142 CHF | 26,670 CHF | 57.37% | 57.37% |
04/07/2024 | 2.53% | 0.48 CHF | 0.50 CHF | 110,000 | 50,000 | 101,520 | 50,000 | 51,634 CHF | 26,119 CHF | 71.69% | 71.69% |
03/07/2024 | 2.44% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 102,201 | 50,000 | 51,501 CHF | 25,838 CHF | 66.98% | 66.98% |
02/07/2024 | 2.64% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 113,060 | 50,000 | 52,191 CHF | 23,737 CHF | 96.34% | 96.34% |