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 | 2.38% | 0.57 CHF | 0.59 CHF | 90,000 | 50,000 | 89,611 | 50,000 | 52,915 CHF | 30,243 CHF | 94.83% | 94.83% |
12/07/2024 | 1.82% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 83,267 | 50,000 | 52,164 CHF | 31,912 CHF | 99.01% | 99.01% |
11/07/2024 | 2.02% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,925 CHF | 30,001 CHF | 99.09% | 99.09% |
10/07/2024 | 2.43% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 98,953 | 50,000 | 53,270 CHF | 27,589 CHF | 100.00% | 100.00% |
09/07/2024 | 2.08% | 0.55 CHF | 0.57 CHF | 100,000 | 50,000 | 91,738 | 50,000 | 51,362 CHF | 28,590 CHF | 100.00% | 100.00% |
08/07/2024 | 1.94% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 90,389 | 49,819 | 52,371 CHF | 29,442 CHF | 100.00% | 100.00% |
05/07/2024 | 1.96% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 93,432 | 50,000 | 52,288 CHF | 28,556 CHF | 98.87% | 98.87% |
04/07/2024 | 2.28% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,294 CHF | 26,751 CHF | 100.00% | 100.00% |
03/07/2024 | 2.02% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,795 CHF | 26,935 CHF | 99.73% | 99.73% |
02/07/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,181 CHF | 26,619 CHF | 100.00% | 100.00% |