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 | 2.10% | 0.46 CHF | 0.47 CHF | 108,573 | 50,000 | 106,837 | 50,000 | 50,519 CHF | 24,163 CHF | 71.15% | 71.15% |
12/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 104,848 | 50,000 | 51,698 CHF | 25,165 CHF | 94.11% | 94.11% |
11/07/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,217 | 50,000 | 51,393 CHF | 26,144 CHF | 86.28% | 86.28% |
10/07/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 108,229 | 50,000 | 108,455 | 50,000 | 51,615 CHF | 24,297 CHF | 100.00% | 100.00% |
09/07/2024 | 2.23% | 0.42 CHF | 0.43 CHF | 109,858 | 50,000 | 109,315 | 50,000 | 48,457 CHF | 22,665 CHF | 100.00% | 100.00% |
08/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 108,489 | 50,000 | 107,774 | 50,000 | 50,790 CHF | 24,074 CHF | 81.96% | 81.96% |
05/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 109,001 | 50,000 | 109,189 | 50,000 | 49,582 CHF | 23,205 CHF | 98.86% | 98.86% |
04/07/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 109,542 | 50,000 | 109,692 | 50,000 | 48,561 CHF | 22,637 CHF | 100.00% | 100.00% |
03/07/2024 | 2.49% | 0.42 CHF | 0.43 CHF | 110,508 | 50,000 | 111,246 | 50,000 | 44,209 CHF | 20,371 CHF | 99.82% | 99.82% |
02/07/2024 | 2.48% | 0.42 CHF | 0.43 CHF | 110,777 | 50,000 | 111,387 | 50,000 | 44,332 CHF | 20,402 CHF | 100.00% | 100.00% |