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 | 1.77% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,133 | 100,133 | 56,035 CHF | 57,037 CHF | 100.00% | 100.00% |
12/07/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 124,587 | 124,587 | 56,414 CHF | 57,660 CHF | 98.42% | 98.42% |
11/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 103,896 | 103,896 | 52,598 CHF | 53,637 CHF | 99.67% | 99.67% |
10/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,118 | 100,118 | 55,430 CHF | 56,431 CHF | 99.78% | 99.78% |
09/07/2024 | 2.03% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 118,102 | 118,105 | 57,642 CHF | 58,824 CHF | 100.00% | 100.00% |
08/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 112,443 | 112,443 | 55,967 CHF | 57,092 CHF | 98.99% | 98.99% |
05/07/2024 | 1.85% | 0.51 CHF | 0.52 CHF | 125,000 | 125,000 | 101,723 | 101,723 | 54,375 CHF | 55,392 CHF | 100.00% | 100.00% |
04/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,185 | 100,186 | 52,323 CHF | 53,326 CHF | 98.15% | 98.15% |
03/07/2024 | 2.22% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 125,779 | 125,781 | 56,229 CHF | 57,488 CHF | 100.00% | 100.00% |
02/07/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 170,971 | 170,966 | 54,904 CHF | 56,612 CHF | 100.00% | 100.00% |