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 | 2.17% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 98,655 | 50,000 | 53,268 CHF | 27,608 CHF | 94.83% | 94.83% |
12/07/2024 | 1.85% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,843 CHF | 29,338 CHF | 99.01% | 99.01% |
11/07/2024 | 2.55% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 99,911 | 50,000 | 53,373 CHF | 27,403 CHF | 99.09% | 99.09% |
10/07/2024 | 2.72% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 108,764 | 50,000 | 52,746 CHF | 24,928 CHF | 100.00% | 100.00% |
09/07/2024 | 2.28% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 50,838 CHF | 26,003 CHF | 100.00% | 100.00% |
08/07/2024 | 2.30% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 99,458 | 49,819 | 52,461 CHF | 26,887 CHF | 100.00% | 100.00% |
05/07/2024 | 2.31% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 101,714 | 50,000 | 51,657 CHF | 26,002 CHF | 98.87% | 98.87% |
04/07/2024 | 2.23% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,934 CHF | 24,139 CHF | 100.00% | 100.00% |
03/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,459 CHF | 24,368 CHF | 99.73% | 99.73% |
02/07/2024 | 2.41% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,736 CHF | 24,091 CHF | 100.00% | 100.00% |