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 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 107,682 | 107,683 | 53,713 CHF | 54,790 CHF | 100.00% | 100.00% |
12/07/2024 | 2.00% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 108,332 | 108,332 | 53,530 CHF | 54,613 CHF | 98.41% | 98.41% |
11/07/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,917 CHF | 53,917 CHF | 96.67% | 96.67% |
10/07/2024 | 1.72% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,613 CHF | 58,613 CHF | 99.78% | 99.78% |
09/07/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,307 CHF | 58,307 CHF | 100.00% | 100.00% |
08/07/2024 | 1.84% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,776 CHF | 54,776 CHF | 98.97% | 98.97% |
05/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,256 CHF | 55,256 CHF | 100.00% | 100.00% |
04/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,902 CHF | 57,902 CHF | 98.16% | 98.16% |
03/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,967 CHF | 60,967 CHF | 100.00% | 100.00% |
02/07/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,843 CHF | 64,843 CHF | 100.00% | 100.00% |