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 | 2.06% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 46,825 | 46,825 | 23,185 CHF | 23,655 CHF | 100.00% | 100.00% |
12/07/2024 | 3.03% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 46,621 | 46,621 | 23,144 CHF | 23,770 CHF | 99.97% | 99.97% |
11/07/2024 | 2.60% | 0.56 CHF | 0.57 CHF | 90,000 | 90,000 | 44,691 | 44,691 | 26,279 CHF | 26,887 CHF | 100.00% | 100.00% |
10/07/2024 | 2.66% | 0.58 CHF | 0.59 CHF | 90,000 | 90,000 | 44,735 | 44,735 | 26,092 CHF | 26,700 CHF | 100.00% | 100.00% |
09/07/2024 | 2.76% | 0.55 CHF | 0.56 CHF | 90,000 | 90,000 | 44,629 | 44,629 | 24,971 CHF | 25,579 CHF | 100.00% | 100.00% |
08/07/2024 | 2.98% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 46,818 | 46,818 | 23,994 CHF | 24,624 CHF | 100.00% | 100.00% |
05/07/2024 | 2.40% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 46,548 | 46,548 | 20,509 CHF | 20,980 CHF | 99.89% | 99.89% |
04/07/2024 | 2.22% | 0.46 CHF | 0.47 CHF | 40,000 | 40,000 | 34,565 | 34,565 | 15,546 CHF | 15,893 CHF | 100.00% | 100.00% |
03/07/2024 | 2.06% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 46,272 | 46,272 | 22,605 CHF | 23,069 CHF | 100.00% | 100.00% |
02/07/2024 | 2.20% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 44,910 | 44,910 | 20,824 CHF | 21,275 CHF | 99.98% | 99.98% |