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 | 1.76% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,384 CHF | 57,384 CHF | 99.76% | 99.76% |
12/07/2024 | 1.81% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 55,009 CHF | 56,009 CHF | 98.93% | 98.93% |
11/07/2024 | 2.02% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,070 | 99,070 | 52,113 CHF | 53,118 CHF | 97.78% | 97.78% |
10/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 104,989 | 100,000 | 51,946 CHF | 50,501 CHF | 99.99% | 99.99% |
09/07/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 106,192 | 100,000 | 52,410 CHF | 50,377 CHF | 100.00% | 100.00% |
08/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,832 CHF | 51,832 CHF | 99.95% | 99.95% |
05/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,318 | 99,971 | 50,420 CHF | 51,251 CHF | 98.88% | 98.88% |
04/07/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 109,981 | 100,000 | 52,951 CHF | 49,146 CHF | 96.45% | 96.45% |
03/07/2024 | 2.16% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 116,422 | 100,000 | 53,360 CHF | 46,895 CHF | 99.39% | 99.39% |
02/07/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 124,970 | 100,000 | 52,178 CHF | 42,784 CHF | 100.00% | 100.00% |