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 | 5.02% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 130,591 | 78,552 | 34,287 CHF | 21,279 CHF | 64.15% | 64.15% |
12/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,424 CHF | 62,424 CHF | 99.01% | 99.01% |
11/07/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,366 CHF | 59,366 CHF | 91.88% | 91.88% |
10/07/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,105 | 100,000 | 53,543 CHF | 54,492 CHF | 100.00% | 100.00% |
09/07/2024 | 1.74% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,908 CHF | 57,908 CHF | 100.00% | 100.00% |
08/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,120 CHF | 60,120 CHF | 100.00% | 100.00% |
05/07/2024 | 1.55% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 99,551 | 99,551 | 64,359 CHF | 65,358 CHF | 98.52% | 98.52% |
04/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,920 CHF | 61,920 CHF | 100.00% | 100.00% |
03/07/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,123 CHF | 59,123 CHF | 99.82% | 99.82% |
02/07/2024 | 1.87% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,095 CHF | 54,095 CHF | 100.00% | 100.00% |