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 | 1.92% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 104,998 | 104,998 | 54,187 CHF | 55,237 CHF | 99.79% | 99.79% |
12/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 105,000 | 105,000 | 103,895 | 103,895 | 54,201 CHF | 55,240 CHF | 99.40% | 99.40% |
11/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 105,000 | 105,000 | 103,939 | 103,939 | 53,943 CHF | 54,984 CHF | 99.16% | 99.16% |
10/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 105,000 | 105,000 | 103,943 | 103,943 | 54,286 CHF | 55,326 CHF | 99.43% | 99.43% |
09/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 50,721 CHF | 51,771 CHF | 99.55% | 99.55% |
08/07/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 52,366 CHF | 53,416 CHF | 98.89% | 98.89% |
05/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 49,744 CHF | 50,794 CHF | 97.96% | 97.96% |
04/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 48,061 CHF | 49,111 CHF | 99.50% | 99.50% |
03/07/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 110,000 | 110,000 | 108,854 | 108,854 | 47,899 CHF | 48,987 CHF | 99.01% | 99.01% |
02/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 45,589 CHF | 46,689 CHF | 84.20% | 84.20% |