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 | 99,064 | 99,064 | 51,513 CHF | 52,505 CHF | 100.00% | 100.00% |
12/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 50,778 CHF | 51,770 CHF | 100.00% | 100.00% |
11/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 51,971 CHF | 52,963 CHF | 100.00% | 100.00% |
10/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 53,698 CHF | 54,690 CHF | 100.00% | 100.00% |
09/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 99,053 | 99,053 | 55,372 CHF | 56,363 CHF | 99.49% | 99.49% |
08/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 53,803 CHF | 54,795 CHF | 100.00% | 100.00% |
05/07/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 53,005 CHF | 53,997 CHF | 100.00% | 100.00% |
04/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 53,412 CHF | 54,404 CHF | 100.00% | 100.00% |
03/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 54,196 CHF | 55,187 CHF | 100.00% | 100.00% |
02/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 99,067 | 99,067 | 55,457 CHF | 56,449 CHF | 100.00% | 100.00% |