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 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 20,000 | 94,456 | 20,000 | 52,591 CHF | 11,343 CHF | 93.15% | 93.15% |
12/07/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 110,000 | 20,000 | 106,038 | 20,000 | 51,992 CHF | 10,016 CHF | 99.01% | 99.01% |
11/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100,000 | 20,000 | 100,007 | 20,000 | 51,993 CHF | 10,598 CHF | 99.08% | 99.08% |
10/07/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100,000 | 20,000 | 99,432 | 20,000 | 54,290 CHF | 11,122 CHF | 100.00% | 100.00% |
09/07/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 110,000 | 20,000 | 101,155 | 20,000 | 51,352 CHF | 10,358 CHF | 100.00% | 100.00% |
08/07/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100,000 | 20,000 | 100,002 | 20,000 | 51,305 CHF | 10,461 CHF | 98.29% | 98.29% |
05/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100,000 | 20,000 | 99,757 | 20,000 | 53,469 CHF | 10,921 CHF | 93.65% | 93.65% |
04/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 20,000 | 100,000 | 20,000 | 53,022 CHF | 10,805 CHF | 100.00% | 100.00% |
03/07/2024 | 2.04% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 106,528 | 25,000 | 51,802 CHF | 12,424 CHF | 83.86% | 83.86% |
02/07/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 115,444 | 25,000 | 115,777 | 25,000 | 44,469 CHF | 9,854 CHF | 100.00% | 100.00% |