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 | 1.49% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,553 CHF | 67,553 CHF | 98.07% | 98.07% |
12/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,632 CHF | 71,632 CHF | 98.95% | 98.95% |
11/07/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,338 CHF | 69,338 CHF | 96.84% | 96.84% |
10/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,262 CHF | 74,262 CHF | 100.00% | 100.00% |
09/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,125 CHF | 71,125 CHF | 100.00% | 100.00% |
08/07/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 99,414 | 99,414 | 78,595 CHF | 79,720 CHF | 99.81% | 99.81% |
05/07/2024 | 3.37% | 0.92 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,509 CHF | 46,035 CHF | 99.53% | 99.53% |
04/07/2024 | 3.47% | 0.89 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,100 CHF | 46,692 CHF | 100.00% | 100.00% |
03/07/2024 | 3.24% | 0.96 CHF | 0.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,697 CHF | 49,266 CHF | 99.71% | 99.71% |
02/07/2024 | 2.69% | 0.88 CHF | 0.91 CHF | 50,000 | 50,000 | 58,189 | 58,189 | 52,834 CHF | 54,177 CHF | 90.66% | 90.66% |