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 | 1.71% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,041 CHF | 59,041 CHF | 99.66% | 99.66% |
12/07/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,177 CHF | 58,177 CHF | 99.01% | 99.01% |
11/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,883 CHF | 56,883 CHF | 99.09% | 99.09% |
10/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,771 CHF | 56,771 CHF | 100.00% | 100.00% |
09/07/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,796 CHF | 53,796 CHF | 100.00% | 100.00% |
08/07/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 101,675 | 100,000 | 50,880 CHF | 51,059 CHF | 100.00% | 100.00% |
05/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 101,052 | 100,000 | 50,534 CHF | 51,018 CHF | 98.98% | 98.98% |
04/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,118 CHF | 53,118 CHF | 100.00% | 100.00% |
03/07/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,475 CHF | 57,475 CHF | 99.99% | 99.99% |
02/07/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,495 CHF | 63,495 CHF | 100.00% | 100.00% |