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 | 2.44% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 99,567 | 50,000 | 52,969 CHF | 27,266 CHF | 94.82% | 94.82% |
12/07/2024 | 2.01% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,009 CHF | 28,914 CHF | 99.01% | 99.01% |
11/07/2024 | 2.24% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 99,957 | 50,000 | 52,782 CHF | 27,001 CHF | 99.09% | 99.09% |
10/07/2024 | 2.27% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 108,948 | 50,000 | 52,360 CHF | 24,589 CHF | 100.00% | 100.00% |
09/07/2024 | 2.30% | 0.49 CHF | 0.51 CHF | 110,000 | 50,000 | 101,129 | 50,000 | 50,621 CHF | 25,616 CHF | 100.00% | 100.00% |
08/07/2024 | 2.32% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 99,606 | 49,819 | 51,865 CHF | 26,551 CHF | 100.00% | 100.00% |
05/07/2024 | 2.23% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 103,428 | 50,000 | 51,711 CHF | 25,581 CHF | 98.87% | 98.87% |
04/07/2024 | 2.85% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,199 | 50,000 | 51,706 CHF | 24,141 CHF | 62.38% | 62.38% |
03/07/2024 | 2.54% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,474 CHF | 23,999 CHF | 99.73% | 99.73% |
02/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 50,860 CHF | 23,622 CHF | 100.00% | 100.00% |