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 | 1.93% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 92,687 | 50,000 | 53,333 CHF | 29,381 CHF | 99.72% | 99.72% |
12/07/2024 | 1.94% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 89,528 | 50,000 | 54,894 CHF | 31,262 CHF | 99.01% | 99.01% |
11/07/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 80,742 | 50,000 | 51,606 CHF | 32,466 CHF | 99.09% | 99.09% |
10/07/2024 | 1.78% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 89,522 | 50,000 | 54,361 CHF | 30,913 CHF | 100.00% | 100.00% |
09/07/2024 | 1.55% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 80,986 | 50,000 | 51,970 CHF | 32,603 CHF | 100.00% | 100.00% |
08/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,287 | 50,000 | 53,795 CHF | 34,012 CHF | 100.00% | 100.00% |
05/07/2024 | 1.71% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 91,750 | 50,000 | 53,147 CHF | 29,508 CHF | 98.86% | 98.86% |
04/07/2024 | 1.85% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,542 CHF | 27,271 CHF | 100.00% | 100.00% |
03/07/2024 | 2.12% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,004 CHF | 26,558 CHF | 99.82% | 99.82% |
02/07/2024 | 1.97% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 103,131 | 50,000 | 51,695 CHF | 25,586 CHF | 100.00% | 100.00% |