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 | 2.09% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 110,002 | 75,000 | 52,112 CHF | 36,281 CHF | 98.73% | 98.73% |
12/07/2024 | 2.04% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 108,630 | 75,000 | 52,678 CHF | 37,185 CHF | 99.38% | 99.38% |
11/07/2024 | 1.93% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 102,306 | 75,000 | 52,448 CHF | 39,248 CHF | 99.16% | 99.16% |
10/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 97,535 | 75,000 | 53,794 CHF | 42,142 CHF | 100.00% | 100.00% |
09/07/2024 | 1.86% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 98,785 | 75,000 | 52,698 CHF | 40,786 CHF | 100.00% | 100.00% |
08/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 99,979 | 75,000 | 52,887 CHF | 40,424 CHF | 100.00% | 100.00% |
05/07/2024 | 2.07% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 108,146 | 75,000 | 51,815 CHF | 36,718 CHF | 99.62% | 99.62% |
04/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 105,453 | 75,000 | 52,285 CHF | 37,960 CHF | 100.00% | 100.00% |
03/07/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 99,356 | 75,000 | 52,694 CHF | 40,543 CHF | 99.73% | 99.73% |
02/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 54,224 CHF | 45,937 CHF | 100.00% | 100.00% |