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 | 1.99% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 104,963 | 50,000 | 52,199 CHF | 25,399 CHF | 99.72% | 99.72% |
12/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 53,378 CHF | 24,763 CHF | 99.01% | 99.01% |
11/07/2024 | 2.23% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 119,389 | 50,000 | 53,034 CHF | 22,715 CHF | 99.09% | 99.09% |
10/07/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 119,410 | 50,000 | 53,613 CHF | 22,952 CHF | 100.00% | 100.00% |
09/07/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 112,063 | 50,000 | 51,500 CHF | 23,489 CHF | 100.00% | 100.00% |
08/07/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,774 CHF | 22,072 CHF | 100.00% | 100.00% |
05/07/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 127,684 | 50,000 | 52,629 CHF | 21,116 CHF | 98.98% | 98.98% |
04/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 120,414 | 50,000 | 50,676 CHF | 21,544 CHF | 100.00% | 100.00% |
03/07/2024 | 2.33% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,278 | 50,000 | 50,991 CHF | 21,699 CHF | 100.00% | 100.00% |
02/07/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 119,882 | 50,000 | 53,094 CHF | 22,645 CHF | 100.00% | 100.00% |