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 | 1.85% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,584 CHF | 54,584 CHF | 98.22% | 98.22% |
12/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,646 CHF | 56,646 CHF | 99.01% | 99.01% |
11/07/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,284 CHF | 53,284 CHF | 97.70% | 97.70% |
10/07/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 112,262 | 100,000 | 51,498 CHF | 46,921 CHF | 100.00% | 100.00% |
09/07/2024 | 2.42% | 0.39 CHF | 0.40 CHF | 130,000 | 100,000 | 127,138 | 100,000 | 51,821 CHF | 41,787 CHF | 100.00% | 100.00% |
08/07/2024 | 2.16% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 113,641 | 100,000 | 52,027 CHF | 46,812 CHF | 100.00% | 100.00% |
05/07/2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 108,410 | 100,000 | 52,720 CHF | 49,650 CHF | 98.98% | 98.98% |
04/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 53,196 CHF | 49,360 CHF | 99.50% | 99.50% |
03/07/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 116,465 | 100,000 | 52,750 CHF | 46,343 CHF | 100.00% | 100.00% |
02/07/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 127,043 | 100,000 | 51,624 CHF | 41,676 CHF | 100.00% | 100.00% |