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 | 1.72% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,760 CHF | 58,760 CHF | 98.72% | 98.72% |
12/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,669 CHF | 59,669 CHF | 99.38% | 99.38% |
11/07/2024 | 1.77% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,968 CHF | 56,968 CHF | 98.92% | 98.92% |
10/07/2024 | 1.98% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 96,053 | 96,053 | 52,059 CHF | 53,059 CHF | 100.00% | 100.00% |
09/07/2024 | 3.72% | 0.50 CHF | 0.52 CHF | 50,000 | 50,000 | 51,254 | 51,254 | 26,665 CHF | 27,665 CHF | 100.00% | 100.00% |
08/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,208 CHF | 60,208 CHF | 100.00% | 100.00% |
05/07/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,416 CHF | 65,416 CHF | 99.62% | 99.62% |
04/07/2024 | 1.65% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,702 CHF | 64,763 CHF | 99.38% | 99.38% |
03/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,716 CHF | 63,716 CHF | 99.73% | 99.73% |
02/07/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,643 CHF | 58,643 CHF | 100.00% | 100.00% |