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 | 1.72% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,513 CHF | 58,513 CHF | 100.00% | 100.00% |
12/07/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,744 CHF | 59,744 CHF | 99.67% | 99.67% |
11/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,793 CHF | 57,793 CHF | 99.31% | 99.31% |
10/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,764 CHF | 55,764 CHF | 96.08% | 96.08% |
09/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,348 CHF | 54,348 CHF | 99.65% | 99.65% |
08/07/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,763 CHF | 59,763 CHF | 99.85% | 99.85% |
05/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,999 CHF | 59,999 CHF | 100.00% | 100.00% |
04/07/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,312 CHF | 61,312 CHF | 100.00% | 100.00% |
03/07/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,206 CHF | 59,206 CHF | 99.25% | 99.25% |
02/07/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,894 CHF | 53,894 CHF | 99.66% | 99.66% |