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 | 1.90% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,156 CHF | 53,156 CHF | 100.00% | 100.00% |
12/07/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,284 CHF | 54,284 CHF | 99.68% | 99.68% |
11/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,004 CHF | 55,004 CHF | 93.21% | 93.21% |
10/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,613 CHF | 53,613 CHF | 96.09% | 96.09% |
09/07/2024 | 1.94% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 102,067 | 102,067 | 52,244 CHF | 53,264 CHF | 99.65% | 99.65% |
08/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,954 CHF | 60,204 CHF | 99.85% | 99.85% |
05/07/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,456 CHF | 58,706 CHF | 100.00% | 100.00% |
04/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 60,684 CHF | 61,934 CHF | 100.00% | 100.00% |
03/07/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 116,711 | 116,711 | 57,634 CHF | 58,801 CHF | 99.24% | 99.24% |
02/07/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,698 CHF | 57,698 CHF | 99.65% | 99.65% |