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 | 1.90% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 52,209 CHF | 13,302 CHF | 99.72% | 99.72% |
12/07/2024 | 1.91% | 0.54 CHF | 0.55 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 51,957 CHF | 13,239 CHF | 99.01% | 99.01% |
11/07/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100,000 | 25,000 | 104,282 | 25,000 | 51,684 CHF | 12,656 CHF | 86.88% | 86.88% |
10/07/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 110,000 | 25,000 | 110,002 | 25,000 | 51,156 CHF | 11,876 CHF | 94.59% | 94.59% |
09/07/2024 | 2.01% | 0.45 CHF | 0.46 CHF | 111,124 | 25,000 | 104,976 | 25,000 | 51,669 CHF | 12,577 CHF | 88.55% | 88.55% |
08/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 109,123 | 25,000 | 104,331 | 25,000 | 52,034 CHF | 12,728 CHF | 93.44% | 93.44% |
05/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 51,460 CHF | 13,115 CHF | 98.98% | 98.98% |
04/07/2024 | 1.91% | 0.50 CHF | 0.51 CHF | 100,000 | 25,000 | 100,000 | 25,000 | 51,863 CHF | 13,216 CHF | 100.00% | 100.00% |
03/07/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 109,827 | 25,000 | 104,482 | 25,000 | 51,902 CHF | 12,675 CHF | 68.43% | 68.43% |
02/07/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110,000 | 25,000 | 111,138 | 25,000 | 50,857 CHF | 11,693 CHF | 83.51% | 83.51% |