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 | 10.12% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 76,573 | 76,573 | 18,987 CHF | 20,647 CHF | 85.03% | 85.03% |
12/07/2024 | 2.79% | 0.62 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,915 CHF | 61,609 CHF | 96.42% | 96.42% |
11/07/2024 | 2.65% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,285 CHF | 58,827 CHF | 91.88% | 91.88% |
10/07/2024 | 2.99% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,021 CHF | 54,633 CHF | 100.00% | 100.00% |
09/07/2024 | 2.88% | 0.53 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,041 CHF | 57,676 CHF | 100.00% | 100.00% |
08/07/2024 | 2.81% | 0.57 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,152 CHF | 59,811 CHF | 100.00% | 100.00% |
05/07/2024 | 2.51% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,545 | 99,545 | 63,230 CHF | 64,820 CHF | 97.30% | 97.30% |
04/07/2024 | 2.71% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,919 CHF | 61,567 CHF | 100.00% | 100.00% |
03/07/2024 | 2.75% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,327 CHF | 58,923 CHF | 99.82% | 99.82% |
02/07/2024 | 2.93% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,997 CHF | 54,568 CHF | 99.61% | 99.61% |