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 | 1.90% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,000 CHF | 53,000 CHF | 99.39% | 99.39% |
12/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,795 CHF | 52,795 CHF | 99.06% | 99.06% |
11/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,974 CHF | 51,974 CHF | 98.07% | 98.07% |
10/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,581 CHF | 51,581 CHF | 95.46% | 95.46% |
09/07/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 109,984 | 109,984 | 55,032 CHF | 56,132 CHF | 99.06% | 99.06% |
08/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 110,777 | 110,777 | 54,856 CHF | 55,963 CHF | 99.23% | 99.23% |
05/07/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 115,307 | 115,307 | 56,816 CHF | 57,969 CHF | 99.39% | 99.39% |
04/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,872 CHF | 51,872 CHF | 99.39% | 99.39% |
03/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,915 CHF | 54,915 CHF | 98.61% | 98.61% |
02/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,976 CHF | 54,976 CHF | 99.05% | 99.05% |