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 | 1.65% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,142 CHF | 61,142 CHF | 100.00% | 100.00% |
12/07/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,173 CHF | 59,173 CHF | 98.42% | 98.42% |
11/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,682 CHF | 57,682 CHF | 99.60% | 99.60% |
10/07/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,858 CHF | 57,858 CHF | 99.77% | 99.77% |
09/07/2024 | 1.89% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,591 CHF | 53,591 CHF | 100.00% | 100.00% |
08/07/2024 | 2.03% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 120,874 | 120,875 | 58,973 CHF | 60,182 CHF | 98.98% | 98.98% |
05/07/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 121,737 | 121,737 | 59,504 CHF | 60,722 CHF | 100.00% | 100.00% |
04/07/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,686 CHF | 52,686 CHF | 98.15% | 98.15% |
03/07/2024 | 1.71% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,973 CHF | 58,973 CHF | 100.00% | 100.00% |
02/07/2024 | 1.48% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 87,868 | 87,868 | 58,584 CHF | 59,463 CHF | 99.94% | 99.94% |