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 | 2.02% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 104,943 | 50,000 | 51,443 CHF | 25,041 CHF | 98.72% | 98.72% |
12/07/2024 | 1.91% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 101,577 | 50,000 | 52,596 CHF | 26,421 CHF | 99.38% | 99.38% |
11/07/2024 | 1.79% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 94,845 | 75,000 | 52,500 CHF | 42,314 CHF | 99.15% | 99.15% |
10/07/2024 | 1.64% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 89,740 | 75,000 | 54,173 CHF | 46,031 CHF | 100.00% | 100.00% |
09/07/2024 | 1.76% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 93,885 | 75,000 | 52,751 CHF | 42,948 CHF | 100.00% | 100.00% |
08/07/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 99,317 | 50,000 | 54,331 CHF | 27,857 CHF | 100.00% | 100.00% |
05/07/2024 | 2.07% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 108,134 | 50,000 | 51,740 CHF | 24,460 CHF | 99.62% | 99.62% |
04/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,548 CHF | 26,274 CHF | 100.00% | 100.00% |
03/07/2024 | 1.83% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 98,760 | 75,000 | 53,354 CHF | 41,286 CHF | 99.73% | 99.73% |
02/07/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,275 CHF | 29,542 CHF | 100.00% | 100.00% |