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 | 1.84% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,052 | 100,000 | 53,905 CHF | 54,880 CHF | 99.72% | 99.72% |
12/07/2024 | 1.89% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 101,525 | 100,000 | 53,238 CHF | 53,500 CHF | 97.13% | 97.13% |
11/07/2024 | 2.15% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 113,492 | 100,000 | 52,279 CHF | 47,101 CHF | 99.08% | 99.08% |
10/07/2024 | 2.22% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 117,985 | 100,000 | 52,463 CHF | 45,494 CHF | 98.75% | 98.75% |
09/07/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 111,040 | 100,000 | 51,655 CHF | 47,535 CHF | 100.00% | 100.00% |
08/07/2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,183 CHF | 48,439 CHF | 98.75% | 98.75% |
05/07/2024 | 1.99% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 102,405 | 100,000 | 50,987 CHF | 50,842 CHF | 98.35% | 98.35% |
04/07/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 113,692 | 100,000 | 52,190 CHF | 46,935 CHF | 100.00% | 100.00% |
03/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 116,537 | 100,000 | 52,743 CHF | 46,298 CHF | 98.93% | 98.93% |
02/07/2024 | 2.45% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 128,922 | 100,000 | 51,960 CHF | 41,349 CHF | 98.91% | 98.91% |