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 | 1.86% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 99,913 | 50,000 | 53,321 CHF | 27,185 CHF | 98.52% | 98.52% |
12/07/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,576 CHF | 26,788 CHF | 99.38% | 99.38% |
11/07/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,387 CHF | 26,693 CHF | 99.16% | 99.16% |
10/07/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 109,239 | 50,000 | 51,655 CHF | 24,152 CHF | 100.00% | 100.00% |
09/07/2024 | 2.10% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 110,379 | 50,000 | 51,964 CHF | 24,042 CHF | 100.00% | 100.00% |
08/07/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,362 CHF | 23,846 CHF | 97.99% | 97.99% |
05/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 113,036 | 50,000 | 51,575 CHF | 23,326 CHF | 99.62% | 99.62% |
04/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 113,244 | 50,000 | 51,734 CHF | 23,354 CHF | 100.00% | 100.00% |
03/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 120,429 | 50,000 | 51,231 CHF | 21,774 CHF | 68.35% | 68.35% |
02/07/2024 | 2.54% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 123,533 | 50,000 | 47,946 CHF | 19,909 CHF | 83.91% | 83.91% |