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 | 3.82% | 0.50 CHF | 0.52 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 51,428 CHF | 13,357 CHF | 99.72% | 99.72% |
12/07/2024 | 3.83% | 0.53 CHF | 0.55 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 51,288 CHF | 13,322 CHF | 99.01% | 99.01% |
11/07/2024 | 3.96% | 0.52 CHF | 0.54 CHF | 100,000 | 25,000 | 106,831 | 25,000 | 52,582 CHF | 12,815 CHF | 99.09% | 99.09% |
10/07/2024 | 4.20% | 0.48 CHF | 0.50 CHF | 110,000 | 25,000 | 110,000 | 25,000 | 51,120 CHF | 12,117 CHF | 100.00% | 100.00% |
09/07/2024 | 4.00% | 0.45 CHF | 0.47 CHF | 120,000 | 25,000 | 106,724 | 25,000 | 51,942 CHF | 12,694 CHF | 100.00% | 100.00% |
08/07/2024 | 3.95% | 0.49 CHF | 0.51 CHF | 110,000 | 25,000 | 105,408 | 25,000 | 52,247 CHF | 12,900 CHF | 100.00% | 100.00% |
05/07/2024 | 3.84% | 0.50 CHF | 0.52 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 51,105 CHF | 13,276 CHF | 98.98% | 98.98% |
04/07/2024 | 3.69% | 0.50 CHF | 0.52 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 51,448 CHF | 13,345 CHF | 100.00% | 100.00% |
03/07/2024 | 3.94% | 0.51 CHF | 0.53 CHF | 100,000 | 25,000 | 104,782 | 25,000 | 51,906 CHF | 12,888 CHF | 100.00% | 100.00% |
02/07/2024 | 4.15% | 0.47 CHF | 0.49 CHF | 110,000 | 25,000 | 113,540 | 25,000 | 52,296 CHF | 12,012 CHF | 100.00% | 100.00% |