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 | 4.44% | 0.29 CHF | 0.31 CHF | 105,017 | 50,000 | 105,113 | 50,000 | 31,093 CHF | 15,463 CHF | 98.73% | 98.73% |
12/07/2024 | 5.46% | 0.32 CHF | 0.34 CHF | 25,000 | 25,000 | 40,355 | 29,682 | 13,261 CHF | 10,182 CHF | 91.77% | 91.77% |
11/07/2024 | 1.98% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 102,006 | 50,000 | 52,053 CHF | 26,054 CHF | 99.15% | 99.15% |
10/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,954 CHF | 26,987 CHF | 100.00% | 100.00% |
09/07/2024 | 2.23% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,058 CHF | 26,106 CHF | 100.00% | 100.00% |
08/07/2024 | 2.41% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,218 CHF | 26,235 CHF | 100.00% | 100.00% |
05/07/2024 | 2.27% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 107,842 | 50,000 | 53,264 CHF | 25,279 CHF | 99.62% | 99.62% |
04/07/2024 | 2.18% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,057 CHF | 26,091 CHF | 100.00% | 100.00% |
03/07/2024 | 2.44% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,070 CHF | 26,680 CHF | 99.73% | 99.73% |
02/07/2024 | 2.33% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 101,325 | 50,000 | 50,781 CHF | 25,656 CHF | 100.00% | 100.00% |