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 | 1.87% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,893 CHF | 53,893 CHF | 99.75% | 99.75% |
12/07/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 52,458 CHF | 53,458 CHF | 98.93% | 98.93% |
11/07/2024 | 2.07% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 101,266 | 99,070 | 52,037 CHF | 51,966 CHF | 97.80% | 97.80% |
10/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 102,514 | 100,000 | 51,317 CHF | 51,086 CHF | 99.99% | 99.99% |
09/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,491 CHF | 51,491 CHF | 100.00% | 100.00% |
08/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,690 CHF | 53,690 CHF | 100.00% | 100.00% |
05/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,043 | 99,969 | 50,711 CHF | 51,676 CHF | 98.85% | 98.85% |
04/07/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 107,293 | 100,000 | 52,567 CHF | 50,018 CHF | 88.07% | 88.07% |
03/07/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 109,910 | 100,000 | 51,508 CHF | 47,892 CHF | 99.41% | 99.41% |
02/07/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 119,992 | 100,000 | 53,675 CHF | 45,732 CHF | 99.99% | 99.99% |