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 | 2.27% | 0.54 CHF | 0.56 CHF | 100,000 | 50,000 | 92,073 | 50,000 | 51,738 CHF | 28,766 CHF | 94.82% | 94.82% |
12/07/2024 | 1.91% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,709 CHF | 30,414 CHF | 99.01% | 99.01% |
11/07/2024 | 2.10% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 93,102 | 50,000 | 52,083 CHF | 28,580 CHF | 99.09% | 99.09% |
10/07/2024 | 2.19% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,078 CHF | 26,103 CHF | 100.00% | 100.00% |
09/07/2024 | 2.17% | 0.52 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,068 CHF | 27,116 CHF | 100.00% | 100.00% |
08/07/2024 | 2.20% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 94,503 | 49,819 | 52,002 CHF | 28,045 CHF | 100.00% | 100.00% |
05/07/2024 | 1.96% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,111 CHF | 27,081 CHF | 98.87% | 98.87% |
04/07/2024 | 2.21% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 104,118 | 50,000 | 51,499 CHF | 25,304 CHF | 100.00% | 100.00% |
03/07/2024 | 2.63% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 101,403 | 50,000 | 50,558 CHF | 25,600 CHF | 99.73% | 99.73% |
02/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 108,267 | 50,000 | 53,287 CHF | 25,122 CHF | 100.00% | 100.00% |