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 | 2.13% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 91,997 | 50,000 | 52,384 CHF | 29,108 CHF | 94.81% | 94.81% |
12/07/2024 | 1.75% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,543 CHF | 30,837 CHF | 99.01% | 99.01% |
11/07/2024 | 2.33% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 50,731 CHF | 28,848 CHF | 99.09% | 99.09% |
10/07/2024 | 2.32% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,519 CHF | 26,364 CHF | 100.00% | 100.00% |
09/07/2024 | 2.15% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,838 CHF | 27,503 CHF | 100.00% | 100.00% |
08/07/2024 | 2.18% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 92,666 | 49,819 | 51,611 CHF | 28,382 CHF | 100.00% | 100.00% |
05/07/2024 | 2.19% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,818 CHF | 27,502 CHF | 98.87% | 98.87% |
04/07/2024 | 2.10% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 103,671 | 50,000 | 52,011 CHF | 25,639 CHF | 100.00% | 100.00% |
03/07/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 50,690 CHF | 25,868 CHF | 99.73% | 99.73% |
02/07/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 101,465 | 50,000 | 50,751 CHF | 25,531 CHF | 100.00% | 100.00% |