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 | 1.79% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,262 | 100,263 | 55,433 CHF | 56,435 CHF | 99.00% | 99.00% |
12/07/2024 | 2.15% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 120,052 | 120,052 | 55,174 CHF | 56,374 CHF | 98.84% | 98.84% |
11/07/2024 | 1.78% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,450 | 100,450 | 56,114 CHF | 57,119 CHF | 98.34% | 98.34% |
10/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 59,991 CHF | 61,241 CHF | 95.09% | 95.09% |
09/07/2024 | 1.94% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 102,799 | 102,799 | 52,513 CHF | 53,541 CHF | 98.63% | 98.63% |
08/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 112,433 | 112,433 | 53,932 CHF | 55,057 CHF | 98.41% | 98.41% |
05/07/2024 | 2.95% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 166,514 | 166,514 | 55,599 CHF | 57,264 CHF | 99.18% | 99.18% |
04/07/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 171,335 | 171,335 | 56,557 CHF | 58,271 CHF | 99.18% | 99.18% |
03/07/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 159,842 | 159,842 | 53,779 CHF | 55,378 CHF | 98.35% | 98.35% |
02/07/2024 | 3.09% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 169,610 | 169,610 | 53,994 CHF | 55,691 CHF | 98.77% | 98.77% |