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 | 2.05% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 99,909 | 50,000 | 50,695 CHF | 25,896 CHF | 85.64% | 85.64% |
12/07/2024 | 2.16% | 0.50 CHF | 0.51 CHF | 103,200 | 50,000 | 103,587 | 50,000 | 50,454 CHF | 24,886 CHF | 89.39% | 89.39% |
11/07/2024 | 2.36% | 0.49 CHF | 0.51 CHF | 103,387 | 50,000 | 107,096 | 50,000 | 49,928 CHF | 23,870 CHF | 99.08% | 99.08% |
10/07/2024 | 2.19% | 0.49 CHF | 0.50 CHF | 104,045 | 50,000 | 106,465 | 50,000 | 50,154 CHF | 24,092 CHF | 100.00% | 100.00% |
09/07/2024 | 2.05% | 0.45 CHF | 0.46 CHF | 109,130 | 50,000 | 103,761 | 50,000 | 50,183 CHF | 24,693 CHF | 100.00% | 100.00% |
08/07/2024 | 2.52% | 0.49 CHF | 0.50 CHF | 103,559 | 50,000 | 101,157 | 50,000 | 50,168 CHF | 25,436 CHF | 80.09% | 80.09% |
05/07/2024 | 2.44% | 0.50 CHF | 0.52 CHF | 102,069 | 50,000 | 100,773 | 50,000 | 50,831 CHF | 25,866 CHF | 86.66% | 86.66% |
04/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 107,397 | 50,000 | 108,056 | 50,000 | 50,323 CHF | 23,793 CHF | 100.00% | 100.00% |
03/07/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 114,574 | 50,000 | 115,500 | 50,000 | 49,034 CHF | 21,729 CHF | 99.82% | 99.82% |
02/07/2024 | 2.57% | 0.41 CHF | 0.42 CHF | 117,221 | 50,000 | 124,052 | 50,000 | 47,568 CHF | 19,685 CHF | 86.50% | 86.50% |