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 | 2.27% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 119,473 | 50,000 | 52,029 CHF | 22,309 CHF | 99.71% | 99.71% |
12/07/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 117,062 | 50,000 | 52,972 CHF | 23,135 CHF | 99.01% | 99.01% |
11/07/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 107,820 | 50,000 | 53,045 CHF | 25,114 CHF | 99.09% | 99.09% |
10/07/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 109,210 | 50,000 | 53,401 CHF | 24,953 CHF | 100.00% | 100.00% |
09/07/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 109,762 | 50,000 | 52,468 CHF | 24,403 CHF | 100.00% | 100.00% |
08/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 50,636 CHF | 25,818 CHF | 100.00% | 100.00% |
05/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,768 CHF | 26,884 CHF | 98.98% | 98.98% |
04/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,912 CHF | 26,456 CHF | 100.00% | 100.00% |
03/07/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,324 | 50,000 | 51,762 CHF | 26,301 CHF | 100.00% | 100.00% |
02/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 102,781 | 50,000 | 51,072 CHF | 25,355 CHF | 100.00% | 100.00% |