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 | 3.14% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,980 CHF | 26,818 CHF | 98.72% | 98.72% |
12/07/2024 | 3.60% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,230 CHF | 26,554 CHF | 99.38% | 99.38% |
11/07/2024 | 2.93% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 99,746 | 50,000 | 53,935 CHF | 27,842 CHF | 99.15% | 99.15% |
10/07/2024 | 3.06% | 0.54 CHF | 0.56 CHF | 100,000 | 50,000 | 98,357 | 50,000 | 54,018 CHF | 28,321 CHF | 100.00% | 100.00% |
09/07/2024 | 3.33% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 98,465 | 50,000 | 54,006 CHF | 28,364 CHF | 100.00% | 100.00% |
08/07/2024 | 3.60% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,979 CHF | 27,460 CHF | 100.00% | 100.00% |
05/07/2024 | 3.73% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,203 CHF | 27,092 CHF | 99.62% | 99.62% |
04/07/2024 | 3.38% | 0.53 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,939 CHF | 27,380 CHF | 100.00% | 100.00% |
03/07/2024 | 3.31% | 0.54 CHF | 0.56 CHF | 100,000 | 50,000 | 98,958 | 50,000 | 54,353 CHF | 28,393 CHF | 99.73% | 99.73% |
02/07/2024 | 2.66% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,237 CHF | 29,232 CHF | 99.38% | 99.38% |