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% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 105,385 | 50,000 | 51,628 CHF | 25,025 CHF | 99.72% | 99.72% |
12/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 50,475 CHF | 25,737 CHF | 99.01% | 99.01% |
11/07/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 98,476 | 50,000 | 53,847 CHF | 27,853 CHF | 99.08% | 99.08% |
10/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 99,925 | 50,000 | 54,248 CHF | 27,645 CHF | 100.00% | 100.00% |
09/07/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,333 CHF | 27,167 CHF | 100.00% | 100.00% |
08/07/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 91,046 | 50,000 | 51,234 CHF | 28,643 CHF | 100.00% | 100.00% |
05/07/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,499 CHF | 29,666 CHF | 98.98% | 98.98% |
04/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,496 CHF | 29,109 CHF | 100.00% | 100.00% |
03/07/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 90,992 | 50,000 | 51,992 CHF | 29,082 CHF | 100.00% | 100.00% |
02/07/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 98,954 | 50,000 | 54,434 CHF | 28,010 CHF | 100.00% | 100.00% |