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 | 1.57% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 98,305 | 98,305 | 62,053 CHF | 63,036 CHF | 99.05% | 99.05% |
12/07/2024 | 1.81% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,869 CHF | 55,869 CHF | 98.80% | 98.80% |
11/07/2024 | 1.57% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,335 CHF | 64,335 CHF | 98.33% | 98.33% |
10/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,421 | 99,421 | 56,552 CHF | 57,546 CHF | 95.09% | 95.09% |
09/07/2024 | 1.69% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,841 CHF | 59,841 CHF | 98.67% | 98.67% |
08/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,406 CHF | 57,406 CHF | 98.50% | 98.50% |
05/07/2024 | 2.31% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 122,246 | 122,246 | 52,340 CHF | 53,563 CHF | 99.18% | 99.18% |
04/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,615 CHF | 53,865 CHF | 99.17% | 99.17% |
03/07/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,821 CHF | 55,071 CHF | 98.33% | 98.33% |
02/07/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 51,847 CHF | 53,097 CHF | 98.77% | 98.77% |