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 | 1.81% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 95,156 | 50,000 | 51,953 CHF | 27,840 CHF | 99.72% | 99.72% |
12/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,911 | 50,000 | 51,225 CHF | 28,680 CHF | 99.01% | 99.01% |
11/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,404 CHF | 29,613 CHF | 99.08% | 99.08% |
10/07/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 96,497 | 50,000 | 52,632 CHF | 27,797 CHF | 100.00% | 100.00% |
09/07/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 109,833 | 50,000 | 100,196 | 50,000 | 51,596 CHF | 26,250 CHF | 71.53% | 71.53% |
08/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 96,529 | 50,000 | 52,527 CHF | 27,742 CHF | 100.00% | 100.00% |
05/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,078 CHF | 26,539 CHF | 98.86% | 98.86% |
04/07/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,879 | 50,000 | 51,705 CHF | 26,137 CHF | 100.00% | 100.00% |
03/07/2024 | 2.12% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 110,430 | 50,000 | 51,484 CHF | 23,814 CHF | 69.78% | 69.78% |
02/07/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 110,017 | 50,000 | 51,856 CHF | 24,067 CHF | 69.40% | 69.40% |