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 | 1.80% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 96,020 | 50,000 | 52,790 CHF | 28,022 CHF | 99.71% | 99.71% |
12/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,685 CHF | 27,343 CHF | 99.01% | 99.01% |
11/07/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 102,398 | 50,000 | 50,840 CHF | 25,342 CHF | 95.11% | 95.11% |
10/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 101,168 | 50,000 | 50,604 CHF | 25,516 CHF | 100.00% | 100.00% |
09/07/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,238 | 50,000 | 51,311 CHF | 26,097 CHF | 100.00% | 100.00% |
08/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 53,201 CHF | 24,682 CHF | 100.00% | 100.00% |
05/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 50,929 CHF | 23,650 CHF | 98.98% | 98.98% |
04/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,946 CHF | 24,112 CHF | 100.00% | 100.00% |
03/07/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 109,676 | 50,000 | 52,172 CHF | 24,288 CHF | 100.00% | 100.00% |
02/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 106,688 | 50,000 | 52,627 CHF | 25,175 CHF | 100.00% | 100.00% |