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 | 3.01% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 113,790 | 50,000 | 52,142 CHF | 23,693 CHF | 96.88% | 96.88% |
12/07/2024 | 2.88% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 106,714 | 50,000 | 52,190 CHF | 25,196 CHF | 99.01% | 99.01% |
11/07/2024 | 2.68% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 106,202 | 50,000 | 52,129 CHF | 25,307 CHF | 99.00% | 99.00% |
10/07/2024 | 2.39% | 0.54 CHF | 0.56 CHF | 100,000 | 50,000 | 94,109 | 50,000 | 52,439 CHF | 28,564 CHF | 100.00% | 100.00% |
09/07/2024 | 2.53% | 0.56 CHF | 0.58 CHF | 90,000 | 50,000 | 97,227 | 50,000 | 52,320 CHF | 27,630 CHF | 100.00% | 100.00% |
08/07/2024 | 2.72% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 105,343 | 50,000 | 51,473 CHF | 25,153 CHF | 100.00% | 100.00% |
05/07/2024 | 2.83% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 106,895 | 50,000 | 51,864 CHF | 24,993 CHF | 98.87% | 98.87% |
04/07/2024 | 3.56% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 135,501 | 50,000 | 51,856 CHF | 19,868 CHF | 100.00% | 100.00% |
03/07/2024 | 3.20% | 0.41 CHF | 0.43 CHF | 130,000 | 50,000 | 120,999 | 50,000 | 52,305 CHF | 22,332 CHF | 99.73% | 99.73% |
02/07/2024 | 2.81% | 0.43 CHF | 0.45 CHF | 120,000 | 50,000 | 111,394 | 50,000 | 52,093 CHF | 24,116 CHF | 99.04% | 99.04% |