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 | 2.01% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 106,567 | 100,000 | 52,398 CHF | 50,200 CHF | 99.66% | 99.66% |
12/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 109,524 | 100,000 | 52,913 CHF | 49,319 CHF | 99.01% | 99.01% |
11/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 110,410 | 100,000 | 52,010 CHF | 48,195 CHF | 99.09% | 99.09% |
10/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,076 | 100,000 | 51,768 CHF | 48,031 CHF | 100.00% | 100.00% |
09/07/2024 | 2.25% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 119,556 | 100,000 | 52,564 CHF | 44,975 CHF | 100.00% | 100.00% |
08/07/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 127,755 | 100,000 | 52,659 CHF | 42,239 CHF | 100.00% | 100.00% |
05/07/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 126,300 | 100,000 | 52,184 CHF | 42,339 CHF | 98.98% | 98.98% |
04/07/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,000 | 100,000 | 51,961 CHF | 44,301 CHF | 100.00% | 100.00% |
03/07/2024 | 2.08% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 109,389 | 100,000 | 52,089 CHF | 48,685 CHF | 99.99% | 99.99% |
02/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,717 CHF | 54,717 CHF | 100.00% | 100.00% |