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 | 2.08% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 91,452 | 25,000 | 52,215 CHF | 14,583 CHF | 87.81% | 87.81% |
12/07/2024 | 2.14% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 94,591 | 25,000 | 52,984 CHF | 14,322 CHF | 99.01% | 99.01% |
11/07/2024 | 2.35% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 103,963 | 25,000 | 52,109 CHF | 12,849 CHF | 99.02% | 99.02% |
10/07/2024 | 2.43% | 0.45 CHF | 0.46 CHF | 120,000 | 25,000 | 110,863 | 25,000 | 51,928 CHF | 12,009 CHF | 99.99% | 99.99% |
09/07/2024 | 2.19% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 97,823 | 25,000 | 52,487 CHF | 13,725 CHF | 100.00% | 100.00% |
08/07/2024 | 2.21% | 0.53 CHF | 0.54 CHF | 100,000 | 25,000 | 98,482 | 25,000 | 52,829 CHF | 13,719 CHF | 100.00% | 100.00% |
05/07/2024 | 2.28% | 0.50 CHF | 0.51 CHF | 100,000 | 25,000 | 100,934 | 25,000 | 52,561 CHF | 13,327 CHF | 98.80% | 98.80% |
04/07/2024 | 2.32% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 100,323 | 25,000 | 52,498 CHF | 13,392 CHF | 99.99% | 99.99% |
03/07/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 110,000 | 25,000 | 102,079 | 25,000 | 53,243 CHF | 13,366 CHF | 99.73% | 99.73% |
02/07/2024 | 2.59% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 108,147 | 25,000 | 51,272 CHF | 12,177 CHF | 99.87% | 99.87% |