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 | 2.01% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,274 CHF | 50,274 CHF | 97.47% | 97.47% |
12/07/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,272 CHF | 50,272 CHF | 84.29% | 84.29% |
11/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,367 CHF | 48,367 CHF | 99.52% | 99.52% |
10/07/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 44,741 CHF | 45,741 CHF | 99.55% | 99.55% |
09/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,163 CHF | 47,163 CHF | 99.57% | 99.57% |
08/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,079 CHF | 48,079 CHF | 99.47% | 99.47% |
05/07/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,790 CHF | 49,790 CHF | 98.35% | 98.35% |
04/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,380 CHF | 49,380 CHF | 98.62% | 98.62% |
03/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,053 CHF | 48,053 CHF | 95.89% | 95.89% |
02/07/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,723 CHF | 44,723 CHF | 93.49% | 93.49% |