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 | 2.06% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,327 CHF | 73,832 CHF | 89.98% | 89.98% |
12/07/2024 | 2.12% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,159 CHF | 71,660 CHF | 87.00% | 87.00% |
11/07/2024 | 1.91% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,000 CHF | 74,402 CHF | 91.64% | 91.64% |
10/07/2024 | 2.15% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,377 CHF | 66,796 CHF | 99.39% | 99.39% |
09/07/2024 | 3.46% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 59,456 | 59,456 | 37,733 CHF | 38,985 CHF | 97.90% | 97.90% |
08/07/2024 | 2.26% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,045 CHF | 62,441 CHF | 100.00% | 100.00% |
05/07/2024 | 2.38% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,345 CHF | 59,750 CHF | 99.53% | 99.53% |
04/07/2024 | 2.33% | 0.63 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,952 CHF | 64,435 CHF | 99.58% | 99.58% |
03/07/2024 | 2.40% | 0.59 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,561 CHF | 61,007 CHF | 99.50% | 99.50% |
02/07/2024 | 2.22% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,864 CHF | 66,319 CHF | 98.29% | 98.29% |