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 | 3.55% | 0.54 CHF | 0.56 CHF | 100,000 | 50,000 | 90,937 | 50,000 | 53,794 CHF | 30,673 CHF | 98.52% | 98.52% |
12/07/2024 | 3.59% | 0.61 CHF | 0.63 CHF | 90,000 | 50,000 | 90,079 | 50,000 | 53,192 CHF | 30,606 CHF | 94.00% | 94.00% |
11/07/2024 | 3.47% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 89,955 | 50,000 | 54,420 CHF | 31,316 CHF | 85.37% | 85.37% |
10/07/2024 | 3.68% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 90,299 | 50,000 | 52,167 CHF | 29,973 CHF | 90.92% | 90.92% |
09/07/2024 | 3.46% | 0.62 CHF | 0.64 CHF | 90,000 | 50,000 | 87,246 | 50,000 | 54,109 CHF | 32,119 CHF | 98.72% | 98.72% |
08/07/2024 | 3.67% | 0.56 CHF | 0.58 CHF | 90,000 | 50,000 | 93,594 | 50,000 | 52,401 CHF | 29,065 CHF | 99.73% | 99.73% |
05/07/2024 | 3.86% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 94,971 | 50,000 | 52,366 CHF | 28,680 CHF | 99.51% | 99.51% |
04/07/2024 | 3.83% | 0.57 CHF | 0.60 CHF | 90,000 | 50,000 | 91,355 | 50,000 | 51,809 CHF | 29,476 CHF | 98.35% | 98.35% |
03/07/2024 | 3.77% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 93,359 | 50,000 | 52,011 CHF | 28,954 CHF | 99.73% | 99.73% |
02/07/2024 | 4.39% | 0.54 CHF | 0.57 CHF | 100,000 | 50,000 | 104,017 | 50,000 | 52,358 CHF | 26,354 CHF | 98.28% | 98.28% |