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 | 1.59% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,456 CHF | 63,456 CHF | 98.22% | 98.22% |
12/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,501 CHF | 65,501 CHF | 99.01% | 99.01% |
11/07/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,152 CHF | 62,152 CHF | 99.08% | 99.08% |
10/07/2024 | 1.81% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,837 CHF | 55,837 CHF | 100.00% | 100.00% |
09/07/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 103,795 | 100,000 | 51,555 CHF | 50,712 CHF | 100.00% | 100.00% |
08/07/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,718 CHF | 55,718 CHF | 100.00% | 100.00% |
05/07/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,562 CHF | 58,562 CHF | 98.98% | 98.98% |
04/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,334 CHF | 58,334 CHF | 99.50% | 99.50% |
03/07/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,225 CHF | 55,225 CHF | 100.00% | 100.00% |
02/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 104,980 | 100,000 | 52,035 CHF | 50,619 CHF | 100.00% | 100.00% |