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 | 1.80% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,940 CHF | 55,940 CHF | 100.00% | 100.00% |
12/07/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,433 CHF | 55,433 CHF | 99.66% | 99.66% |
11/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,948 CHF | 57,948 CHF | 99.16% | 99.16% |
10/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,718 CHF | 60,718 CHF | 96.08% | 96.08% |
09/07/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,686 CHF | 61,686 CHF | 99.65% | 99.65% |
08/07/2024 | 1.89% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 101,046 | 101,046 | 52,958 CHF | 53,968 CHF | 99.83% | 99.83% |
05/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,857 CHF | 56,857 CHF | 100.00% | 100.00% |
04/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,549 CHF | 56,549 CHF | 100.00% | 100.00% |
03/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 99,533 | 99,532 | 59,908 CHF | 60,903 CHF | 99.23% | 99.23% |
02/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 77,937 | 77,937 | 52,447 CHF | 53,226 CHF | 99.66% | 99.66% |