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 | 2.15% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 102,197 | 50,000 | 50,997 CHF | 25,515 CHF | 94.82% | 94.82% |
12/07/2024 | 2.57% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,224 CHF | 27,302 CHF | 99.01% | 99.01% |
11/07/2024 | 2.15% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 107,227 | 50,000 | 52,889 CHF | 25,212 CHF | 99.09% | 99.09% |
10/07/2024 | 2.53% | 0.46 CHF | 0.48 CHF | 110,000 | 50,000 | 114,560 | 50,000 | 50,792 CHF | 22,742 CHF | 97.94% | 97.94% |
09/07/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,478 CHF | 23,919 CHF | 100.00% | 100.00% |
08/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 106,477 | 49,819 | 51,845 CHF | 24,784 CHF | 100.00% | 100.00% |
05/07/2024 | 2.85% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 111,563 | 50,000 | 51,835 CHF | 23,911 CHF | 98.32% | 98.32% |
04/07/2024 | 2.56% | 0.44 CHF | 0.46 CHF | 115,246 | 50,000 | 116,442 | 50,000 | 50,175 CHF | 22,106 CHF | 100.00% | 100.00% |
03/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 116,539 | 50,000 | 116,324 | 50,000 | 50,802 CHF | 22,345 CHF | 99.73% | 99.73% |
02/07/2024 | 2.82% | 0.43 CHF | 0.44 CHF | 117,226 | 50,000 | 117,071 | 50,000 | 50,114 CHF | 22,016 CHF | 100.00% | 100.00% |