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 | 1.74% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,056 CHF | 58,056 CHF | 99.39% | 99.39% |
12/07/2024 | 1.82% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,607 CHF | 55,607 CHF | 99.07% | 99.07% |
11/07/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,803 | 100,803 | 51,250 CHF | 52,258 CHF | 98.19% | 98.19% |
10/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 59,548 CHF | 60,798 CHF | 95.47% | 95.47% |
09/07/2024 | 1.92% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 103,877 | 103,877 | 53,440 CHF | 54,479 CHF | 99.05% | 99.05% |
08/07/2024 | 1.93% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,562 | 100,562 | 51,581 CHF | 52,587 CHF | 99.23% | 99.23% |
05/07/2024 | 1.90% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 103,562 | 103,562 | 53,828 CHF | 54,863 CHF | 99.39% | 99.39% |
04/07/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 117,749 | 117,749 | 57,500 CHF | 58,677 CHF | 99.39% | 99.39% |
03/07/2024 | 2.20% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,426 CHF | 57,676 CHF | 98.61% | 98.61% |
02/07/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 134,054 | 134,054 | 53,850 CHF | 55,191 CHF | 99.06% | 99.06% |