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 | 2.02% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 108,528 | 100,000 | 53,143 CHF | 49,981 CHF | 99.75% | 99.75% |
12/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 101,201 | 99,965 | 50,841 CHF | 51,236 CHF | 98.93% | 98.93% |
11/07/2024 | 2.05% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 51,230 CHF | 52,235 CHF | 97.80% | 97.80% |
10/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,541 CHF | 54,541 CHF | 99.99% | 99.99% |
09/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,977 CHF | 54,977 CHF | 99.99% | 99.99% |
08/07/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,852 CHF | 55,852 CHF | 100.00% | 100.00% |
05/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,969 | 99,969 | 53,554 CHF | 54,554 CHF | 98.94% | 98.94% |
04/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,995 CHF | 54,995 CHF | 87.99% | 87.99% |
03/07/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,302 CHF | 55,302 CHF | 99.42% | 99.42% |
02/07/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,117 CHF | 58,117 CHF | 100.00% | 100.00% |