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 | 1.75% | 0.56 CHF | 0.57 CHF | 90,000 | 20,000 | 90,387 | 20,000 | 51,257 CHF | 11,543 CHF | 93.14% | 93.14% |
12/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110,000 | 20,000 | 105,796 | 20,000 | 52,719 CHF | 10,176 CHF | 99.01% | 99.01% |
11/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 20,000 | 99,721 | 20,000 | 52,833 CHF | 10,798 CHF | 99.08% | 99.08% |
10/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 90,000 | 20,000 | 93,376 | 20,000 | 51,893 CHF | 11,322 CHF | 100.00% | 100.00% |
09/07/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 100,000 | 20,000 | 100,252 | 20,000 | 51,754 CHF | 10,526 CHF | 100.00% | 100.00% |
08/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100,000 | 20,000 | 100,000 | 20,000 | 52,191 CHF | 10,638 CHF | 98.29% | 98.29% |
05/07/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100,000 | 20,000 | 98,181 | 20,000 | 53,302 CHF | 11,064 CHF | 93.66% | 93.66% |
04/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100,000 | 20,000 | 100,000 | 20,000 | 53,878 CHF | 10,976 CHF | 100.00% | 100.00% |
03/07/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 100,000 | 25,000 | 104,122 | 25,000 | 51,352 CHF | 12,598 CHF | 96.16% | 96.16% |
02/07/2024 | 2.51% | 0.41 CHF | 0.42 CHF | 115,317 | 25,000 | 115,779 | 25,000 | 45,568 CHF | 10,091 CHF | 100.00% | 100.00% |