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 | 2.21% | 0.52 CHF | 0.53 CHF | 96,178 | 50,000 | 95,961 | 50,000 | 50,631 CHF | 26,977 CHF | 99.69% | 99.69% |
12/07/2024 | 2.48% | 0.53 CHF | 0.55 CHF | 95,982 | 50,000 | 96,076 | 50,000 | 50,977 CHF | 27,205 CHF | 99.01% | 99.01% |
11/07/2024 | 2.98% | 0.54 CHF | 0.55 CHF | 94,974 | 50,000 | 97,572 | 50,000 | 50,793 CHF | 26,823 CHF | 99.08% | 99.08% |
10/07/2024 | 2.22% | 0.53 CHF | 0.54 CHF | 97,666 | 50,000 | 99,838 | 50,000 | 50,658 CHF | 25,940 CHF | 100.00% | 100.00% |
09/07/2024 | 2.36% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 97,994 | 50,000 | 51,154 CHF | 26,729 CHF | 100.00% | 100.00% |
08/07/2024 | 2.59% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,302 | 50,000 | 49,946 CHF | 25,551 CHF | 84.18% | 84.18% |
05/07/2024 | 2.23% | 0.49 CHF | 0.51 CHF | 102,388 | 50,000 | 102,169 | 50,000 | 50,360 CHF | 25,205 CHF | 78.90% | 78.90% |
04/07/2024 | 2.31% | 0.48 CHF | 0.50 CHF | 103,898 | 50,000 | 106,005 | 50,000 | 50,449 CHF | 24,352 CHF | 100.00% | 100.00% |
03/07/2024 | 2.72% | 0.43 CHF | 0.45 CHF | 112,744 | 50,000 | 113,849 | 50,000 | 49,180 CHF | 22,197 CHF | 99.82% | 99.82% |
02/07/2024 | 3.01% | 0.40 CHF | 0.41 CHF | 121,970 | 50,000 | 122,788 | 50,000 | 47,991 CHF | 20,139 CHF | 100.00% | 100.00% |