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% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 106,020 | 50,000 | 51,933 CHF | 25,022 CHF | 99.71% | 99.71% |
12/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,316 CHF | 24,280 CHF | 99.01% | 99.01% |
11/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 120,513 | 50,000 | 52,632 CHF | 22,342 CHF | 95.11% | 95.11% |
10/07/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 52,839 CHF | 22,516 CHF | 100.00% | 100.00% |
09/07/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 117,353 | 50,000 | 52,840 CHF | 23,024 CHF | 100.00% | 100.00% |
08/07/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 120,119 | 50,000 | 50,757 CHF | 21,629 CHF | 100.00% | 100.00% |
05/07/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 129,592 | 50,000 | 52,218 CHF | 20,650 CHF | 98.98% | 98.98% |
04/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 128,561 | 50,000 | 52,978 CHF | 21,112 CHF | 100.00% | 100.00% |
03/07/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 126,960 | 50,000 | 52,642 CHF | 21,245 CHF | 100.00% | 100.00% |
02/07/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 120,000 | 50,000 | 51,973 CHF | 22,155 CHF | 100.00% | 100.00% |