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 | 1.70% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,366 CHF | 59,366 CHF | 98.22% | 98.22% |
12/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,380 CHF | 61,380 CHF | 99.01% | 99.01% |
11/07/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,999 CHF | 57,999 CHF | 99.08% | 99.08% |
10/07/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 101,593 | 100,000 | 51,556 CHF | 51,797 CHF | 100.00% | 100.00% |
09/07/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 113,894 | 100,000 | 51,945 CHF | 46,647 CHF | 100.00% | 100.00% |
08/07/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 100,573 | 100,000 | 50,947 CHF | 51,667 CHF | 100.00% | 100.00% |
05/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,444 CHF | 54,444 CHF | 98.98% | 98.98% |
04/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,228 CHF | 54,228 CHF | 99.49% | 99.49% |
03/07/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 103,415 | 100,000 | 51,706 CHF | 51,046 CHF | 100.00% | 100.00% |
02/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 115,083 | 100,000 | 52,245 CHF | 46,447 CHF | 98.10% | 98.10% |