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 | 1.94% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 101,750 | 50,000 | 52,057 CHF | 26,101 CHF | 99.71% | 99.71% |
12/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,748 CHF | 26,874 CHF | 99.01% | 99.01% |
11/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 90,276 | 50,000 | 51,278 CHF | 28,903 CHF | 99.08% | 99.08% |
10/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 50,662 CHF | 28,645 CHF | 100.00% | 100.00% |
09/07/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 97,132 | 50,000 | 53,714 CHF | 28,167 CHF | 100.00% | 100.00% |
08/07/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,465 CHF | 29,647 CHF | 100.00% | 100.00% |
05/07/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,299 CHF | 30,666 CHF | 98.98% | 98.98% |
04/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,296 CHF | 30,109 CHF | 100.00% | 100.00% |
03/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,248 CHF | 30,082 CHF | 100.00% | 100.00% |
02/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,492 CHF | 29,107 CHF | 100.00% | 100.00% |