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 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 96,478 | 96,478 | 50,641 CHF | 51,606 CHF | 100.00% | 100.00% |
12/07/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 98,000 | 98,000 | 95,473 | 95,473 | 47,792 CHF | 48,747 CHF | 100.00% | 100.00% |
11/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 98,000 | 98,000 | 95,419 | 95,419 | 47,018 CHF | 47,972 CHF | 100.00% | 100.00% |
10/07/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 97,535 | 97,535 | 51,591 CHF | 52,566 CHF | 100.00% | 100.00% |
09/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 97,245 | 97,245 | 49,469 CHF | 50,441 CHF | 100.00% | 100.00% |
08/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 97,394 | 97,394 | 51,022 CHF | 51,996 CHF | 100.00% | 100.00% |
05/07/2024 | 2.08% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 95,839 | 95,839 | 45,670 CHF | 46,629 CHF | 99.81% | 99.81% |
04/07/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 98,000 | 98,000 | 95,434 | 95,434 | 41,521 CHF | 42,475 CHF | 99.49% | 99.49% |
03/07/2024 | 2.11% | 0.45 CHF | 0.46 CHF | 98,000 | 98,000 | 95,804 | 95,804 | 44,954 CHF | 45,912 CHF | 99.35% | 99.35% |
02/07/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 102,000 | 102,000 | 99,077 | 99,077 | 53,168 CHF | 54,159 CHF | 100.00% | 100.00% |