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 | 2.37% | 0.54 CHF | 0.56 CHF | 100,000 | 75,000 | 98,524 | 75,000 | 53,766 CHF | 41,939 CHF | 99.72% | 99.72% |
12/07/2024 | 2.48% | 0.54 CHF | 0.56 CHF | 100,000 | 75,000 | 93,550 | 75,000 | 52,286 CHF | 43,033 CHF | 98.16% | 98.16% |
11/07/2024 | 2.39% | 0.50 CHF | 0.52 CHF | 100,000 | 75,000 | 98,866 | 75,000 | 52,789 CHF | 41,042 CHF | 99.07% | 99.07% |
10/07/2024 | 2.04% | 0.64 CHF | 0.66 CHF | 100,000 | 100,000 | 94,141 | 94,141 | 62,725 CHF | 63,971 CHF | 100.00% | 100.00% |
09/07/2024 | 1.83% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,239 CHF | 67,460 CHF | 100.00% | 100.00% |
08/07/2024 | 2.11% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 89,712 | 75,000 | 53,611 CHF | 45,785 CHF | 99.61% | 99.61% |
05/07/2024 | 2.54% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 98,196 | 75,000 | 52,693 CHF | 41,327 CHF | 98.98% | 98.98% |
04/07/2024 | 2.51% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 97,558 | 75,000 | 53,484 CHF | 42,187 CHF | 100.00% | 100.00% |
03/07/2024 | 2.31% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,280 CHF | 58,621 CHF | 100.00% | 100.00% |
02/07/2024 | 1.89% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,972 CHF | 71,305 CHF | 97.57% | 97.57% |