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 | 2.01% | 0.54 CHF | 0.55 CHF | 100,000 | 25,000 | 93,807 | 25,000 | 52,105 CHF | 14,181 CHF | 99.72% | 99.72% |
12/07/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 94,838 | 25,000 | 52,618 CHF | 14,133 CHF | 99.01% | 99.01% |
11/07/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 90,000 | 25,000 | 98,859 | 25,000 | 53,089 CHF | 13,682 CHF | 99.09% | 99.09% |
10/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 50,838 CHF | 12,960 CHF | 100.00% | 100.00% |
09/07/2024 | 1.87% | 0.50 CHF | 0.51 CHF | 100,000 | 25,000 | 98,828 | 25,000 | 52,416 CHF | 13,518 CHF | 100.00% | 100.00% |
08/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 53,945 CHF | 13,736 CHF | 100.00% | 100.00% |
05/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 95,886 | 25,000 | 53,016 CHF | 14,080 CHF | 98.98% | 98.98% |
04/07/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100,000 | 25,000 | 92,030 | 25,000 | 51,210 CHF | 14,169 CHF | 100.00% | 100.00% |
03/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 99,800 | 25,000 | 53,853 CHF | 13,741 CHF | 100.00% | 100.00% |
02/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 100,419 | 25,000 | 50,896 CHF | 12,923 CHF | 100.00% | 100.00% |