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 | 2.42% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,464 CHF | 57,845 CHF | 89.98% | 89.98% |
12/07/2024 | 2.61% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,205 CHF | 56,664 CHF | 87.00% | 87.00% |
11/07/2024 | 2.66% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,938 CHF | 58,469 CHF | 91.65% | 91.65% |
10/07/2024 | 2.70% | 0.53 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,111 CHF | 53,538 CHF | 99.39% | 99.39% |
09/07/2024 | 4.14% | 0.50 CHF | 0.52 CHF | 100,000 | 100,000 | 59,786 | 59,456 | 30,386 CHF | 31,432 CHF | 97.90% | 97.90% |
08/07/2024 | 2.83% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 105,016 | 100,000 | 51,755 CHF | 50,739 CHF | 100.00% | 100.00% |
05/07/2024 | 3.07% | 0.46 CHF | 0.48 CHF | 110,000 | 100,000 | 108,796 | 100,000 | 52,074 CHF | 49,415 CHF | 99.53% | 99.53% |
04/07/2024 | 2.74% | 0.51 CHF | 0.53 CHF | 100,000 | 100,000 | 100,621 | 100,000 | 51,469 CHF | 52,585 CHF | 99.58% | 99.58% |
03/07/2024 | 2.95% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 107,228 | 100,000 | 52,148 CHF | 50,125 CHF | 99.50% | 99.50% |
02/07/2024 | 2.87% | 0.52 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,208 CHF | 53,727 CHF | 98.29% | 98.29% |