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 | 3.67% | 0.50 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,630 CHF | 55,630 CHF | 100.00% | 100.00% |
12/07/2024 | 3.74% | 0.56 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,579 CHF | 54,579 CHF | 99.99% | 99.99% |
11/07/2024 | 3.43% | 0.52 CHF | 0.54 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 53,325 CHF | 55,193 CHF | 99.98% | 99.98% |
10/07/2024 | 3.44% | 0.44 CHF | 0.45 CHF | 110,000 | 110,000 | 110,111 | 110,111 | 47,144 CHF | 48,795 CHF | 100.00% | 100.00% |
09/07/2024 | 3.44% | 0.40 CHF | 0.42 CHF | 110,000 | 110,000 | 109,741 | 109,741 | 47,266 CHF | 48,916 CHF | 99.56% | 99.56% |
08/07/2024 | 3.37% | 0.43 CHF | 0.45 CHF | 110,000 | 110,000 | 109,815 | 109,815 | 48,183 CHF | 49,833 CHF | 99.27% | 99.27% |
05/07/2024 | 3.18% | 0.45 CHF | 0.46 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 52,016 CHF | 53,696 CHF | 100.00% | 100.00% |
04/07/2024 | 3.22% | 0.47 CHF | 0.48 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 50,361 CHF | 52,011 CHF | 99.54% | 99.54% |
03/07/2024 | 3.34% | 0.44 CHF | 0.46 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 53,033 CHF | 54,833 CHF | 100.00% | 100.00% |
02/07/2024 | 3.80% | 0.40 CHF | 0.41 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 46,549 CHF | 48,349 CHF | 99.99% | 99.99% |