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 | 1.84% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,811 CHF | 54,811 CHF | 98.22% | 98.22% |
12/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,830 CHF | 56,830 CHF | 99.01% | 99.01% |
11/07/2024 | 1.89% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,546 CHF | 53,546 CHF | 99.08% | 99.08% |
10/07/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 111,881 | 100,000 | 51,785 CHF | 47,334 CHF | 100.00% | 100.00% |
09/07/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 125,942 | 100,000 | 51,721 CHF | 42,097 CHF | 99.20% | 99.20% |
08/07/2024 | 2.14% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 111,742 | 100,000 | 51,550 CHF | 47,151 CHF | 100.00% | 100.00% |
05/07/2024 | 2.02% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 106,772 | 100,000 | 52,233 CHF | 49,952 CHF | 98.98% | 98.98% |
04/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 109,825 | 100,000 | 53,444 CHF | 49,666 CHF | 99.50% | 99.50% |
03/07/2024 | 2.17% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 116,175 | 100,000 | 52,837 CHF | 46,532 CHF | 100.00% | 100.00% |
02/07/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 126,157 | 100,000 | 51,641 CHF | 41,977 CHF | 100.00% | 100.00% |