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 | 2.02% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 119,118 | 119,118 | 58,329 CHF | 59,521 CHF | 100.00% | 100.00% |
12/07/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 121,518 | 121,517 | 58,487 CHF | 59,702 CHF | 99.67% | 99.67% |
11/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,929 CHF | 51,929 CHF | 99.13% | 99.13% |
10/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,846 CHF | 54,846 CHF | 96.07% | 96.07% |
09/07/2024 | 1.81% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,058 | 100,058 | 54,861 CHF | 55,862 CHF | 99.66% | 99.66% |
08/07/2024 | 2.15% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 124,902 | 124,902 | 57,587 CHF | 58,836 CHF | 99.85% | 99.85% |
05/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 106,769 | 106,769 | 53,175 CHF | 54,243 CHF | 100.00% | 100.00% |
04/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 113,802 | 113,802 | 56,148 CHF | 57,287 CHF | 100.00% | 100.00% |
03/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,460 CHF | 55,460 CHF | 99.25% | 99.25% |
02/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,176 CHF | 63,176 CHF | 99.66% | 99.66% |