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 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 101,166 | 100,000 | 51,442 CHF | 51,871 CHF | 99.66% | 99.66% |
12/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 102,305 | 100,000 | 51,036 CHF | 50,906 CHF | 99.01% | 99.01% |
11/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 106,368 | 100,000 | 51,805 CHF | 49,772 CHF | 99.09% | 99.09% |
10/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 108,131 | 100,000 | 52,551 CHF | 49,623 CHF | 100.00% | 100.00% |
09/07/2024 | 2.17% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 114,730 | 100,000 | 52,323 CHF | 46,648 CHF | 100.00% | 100.00% |
08/07/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 51,428 CHF | 43,857 CHF | 100.00% | 100.00% |
05/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 51,555 CHF | 43,962 CHF | 98.98% | 98.98% |
04/07/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 119,378 | 100,000 | 53,659 CHF | 45,954 CHF | 100.00% | 100.00% |
03/07/2024 | 2.01% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 104,313 | 100,000 | 51,421 CHF | 50,362 CHF | 99.99% | 99.99% |
02/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,205 CHF | 56,205 CHF | 100.00% | 100.00% |