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 | 1.98% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 101,997 | 101,997 | 51,103 CHF | 52,123 CHF | 100.00% | 100.00% |
12/07/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,907 CHF | 51,907 CHF | 99.98% | 99.98% |
11/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 103,004 | 103,004 | 51,917 CHF | 52,947 CHF | 97.74% | 97.74% |
10/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 123,376 | 123,376 | 59,856 CHF | 61,090 CHF | 96.18% | 96.18% |
09/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 124,622 | 124,622 | 58,664 CHF | 59,910 CHF | 99.64% | 99.64% |
08/07/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,445 | 100,445 | 52,239 CHF | 53,244 CHF | 100.00% | 100.00% |
05/07/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 104,268 | 104,268 | 53,244 CHF | 54,287 CHF | 100.00% | 100.00% |
04/07/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,490 | 100,490 | 52,808 CHF | 53,813 CHF | 100.00% | 100.00% |
03/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 125,000 | 125,000 | 115,546 | 115,546 | 56,821 CHF | 57,977 CHF | 99.32% | 99.32% |
02/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |