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 | 1.52% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 91,440 | 91,440 | 59,417 CHF | 60,331 CHF | 100.00% | 100.00% |
12/07/2024 | 1.59% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 97,286 | 97,286 | 60,607 CHF | 61,580 CHF | 99.68% | 99.68% |
11/07/2024 | 1.73% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,344 CHF | 58,344 CHF | 98.87% | 98.87% |
10/07/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,325 CHF | 55,325 CHF | 96.08% | 96.08% |
09/07/2024 | 1.82% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,649 CHF | 55,649 CHF | 99.65% | 99.65% |
08/07/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,463 CHF | 61,463 CHF | 99.84% | 99.84% |
05/07/2024 | 1.59% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,279 CHF | 63,279 CHF | 100.00% | 100.00% |
04/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,991 CHF | 62,991 CHF | 100.00% | 100.00% |
03/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,668 CHF | 60,668 CHF | 99.23% | 99.23% |
02/07/2024 | 1.93% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,530 | 100,530 | 51,649 CHF | 52,654 CHF | 99.66% | 99.66% |