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% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,766 CHF | 58,766 CHF | 99.66% | 99.66% |
12/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,668 CHF | 57,668 CHF | 99.01% | 99.01% |
11/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,626 CHF | 56,626 CHF | 99.09% | 99.09% |
10/07/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,372 CHF | 56,372 CHF | 100.00% | 100.00% |
09/07/2024 | 1.89% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,528 CHF | 53,528 CHF | 100.00% | 100.00% |
08/07/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 105,356 | 100,000 | 52,202 CHF | 50,578 CHF | 100.00% | 100.00% |
05/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 101,825 | 100,000 | 50,800 CHF | 50,906 CHF | 98.98% | 98.98% |
04/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,875 CHF | 52,875 CHF | 100.00% | 100.00% |
03/07/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,214 CHF | 57,214 CHF | 99.99% | 99.99% |
02/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,054 CHF | 63,054 CHF | 100.00% | 100.00% |