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 | 2.10% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 47,159 CHF | 48,151 CHF | 100.00% | 100.00% |
12/07/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 46,755 CHF | 47,747 CHF | 100.00% | 100.00% |
11/07/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 48,015 CHF | 49,007 CHF | 99.99% | 99.99% |
10/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 51,927 CHF | 52,918 CHF | 100.00% | 100.00% |
09/07/2024 | 1.99% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,057 | 99,057 | 49,799 CHF | 50,791 CHF | 99.60% | 99.60% |
08/07/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 53,095 CHF | 54,087 CHF | 100.00% | 100.00% |
05/07/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 53,141 CHF | 54,133 CHF | 100.00% | 100.00% |
04/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 54,336 CHF | 55,327 CHF | 100.00% | 100.00% |
03/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 96,000 | 96,000 | 94,664 | 94,664 | 52,773 CHF | 53,721 CHF | 100.00% | 100.00% |
02/07/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 63,733 CHF | 64,724 CHF | 100.00% | 100.00% |