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 | 5.51% | 0.54 CHF | 0.57 CHF | 100,000 | 50,000 | 99,952 | 50,000 | 54,131 CHF | 28,613 CHF | 99.72% | 99.72% |
12/07/2024 | 5.40% | 0.55 CHF | 0.58 CHF | 100,000 | 50,000 | 99,691 | 50,000 | 54,012 CHF | 28,597 CHF | 99.01% | 99.01% |
11/07/2024 | 5.30% | 0.54 CHF | 0.57 CHF | 100,000 | 50,000 | 93,973 | 50,000 | 52,096 CHF | 29,246 CHF | 99.08% | 99.08% |
10/07/2024 | 5.21% | 0.55 CHF | 0.58 CHF | 100,000 | 50,000 | 93,041 | 50,000 | 52,118 CHF | 29,538 CHF | 63.83% | 63.83% |
09/07/2024 | 5.46% | 0.54 CHF | 0.57 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 54,096 CHF | 28,565 CHF | 100.00% | 100.00% |
08/07/2024 | 5.19% | 0.54 CHF | 0.58 CHF | 100,000 | 50,000 | 92,753 | 50,000 | 52,274 CHF | 29,701 CHF | 100.00% | 100.00% |
05/07/2024 | 4.92% | 0.58 CHF | 0.61 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,510 CHF | 31,228 CHF | 98.86% | 98.86% |
04/07/2024 | 5.26% | 0.55 CHF | 0.58 CHF | 100,000 | 50,000 | 96,922 | 50,000 | 54,002 CHF | 29,392 CHF | 84.52% | 84.52% |
03/07/2024 | 5.43% | 0.60 CHF | 0.63 CHF | 90,000 | 50,000 | 99,156 | 50,000 | 52,456 CHF | 27,955 CHF | 99.82% | 99.82% |
02/07/2024 | 5.71% | 0.50 CHF | 0.53 CHF | 100,000 | 50,000 | 109,697 | 50,000 | 52,449 CHF | 25,316 CHF | 99.04% | 99.04% |