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 | 3.33% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 99,406 | 50,000 | 53,365 CHF | 27,758 CHF | 99.72% | 99.72% |
12/07/2024 | 5.21% | 0.55 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,400 CHF | 14,116 CHF | 99.01% | 99.01% |
11/07/2024 | 4.90% | 0.55 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,644 CHF | 14,330 CHF | 99.09% | 99.09% |
10/07/2024 | 5.53% | 0.51 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,642 CHF | 13,360 CHF | 99.81% | 99.81% |
09/07/2024 | 5.00% | 0.53 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,622 CHF | 14,320 CHF | 100.00% | 100.00% |
08/07/2024 | 2.94% | 0.55 CHF | 0.57 CHF | 100,000 | 50,000 | 90,336 | 50,000 | 52,078 CHF | 29,690 CHF | 100.00% | 100.00% |
05/07/2024 | 3.29% | 0.58 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,987 CHF | 29,848 CHF | 98.72% | 98.72% |
04/07/2024 | 3.06% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,002 CHF | 30,362 CHF | 100.00% | 100.00% |
03/07/2024 | 4.24% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 47,258 | 33,561 | 27,494 CHF | 20,318 CHF | 99.81% | 99.81% |
02/07/2024 | 3.55% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 108,644 | 50,000 | 53,094 CHF | 25,330 CHF | 100.00% | 100.00% |