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 | 1.72% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,788 CHF | 58,788 CHF | 98.22% | 98.22% |
12/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,830 CHF | 60,830 CHF | 99.01% | 99.01% |
11/07/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,546 CHF | 57,546 CHF | 99.08% | 99.08% |
10/07/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 101,951 | 100,000 | 51,159 CHF | 51,233 CHF | 100.00% | 100.00% |
09/07/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 116,552 | 100,000 | 52,438 CHF | 46,020 CHF | 99.01% | 99.01% |
08/07/2024 | 1.97% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 101,742 | 100,000 | 51,004 CHF | 51,151 CHF | 100.00% | 100.00% |
05/07/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,941 CHF | 53,941 CHF | 98.98% | 98.98% |
04/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,561 CHF | 53,561 CHF | 99.50% | 99.50% |
03/07/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 106,179 | 100,000 | 52,498 CHF | 50,498 CHF | 100.00% | 100.00% |
02/07/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 116,308 | 100,000 | 52,188 CHF | 45,915 CHF | 98.45% | 98.45% |