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 | 1.78% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,758 CHF | 56,758 CHF | 99.72% | 99.72% |
12/07/2024 | 1.83% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,528 | 100,000 | 54,571 CHF | 55,312 CHF | 97.14% | 97.14% |
11/07/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 108,876 | 100,000 | 52,216 CHF | 48,981 CHF | 99.09% | 99.09% |
10/07/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 112,787 | 100,000 | 52,042 CHF | 47,172 CHF | 98.75% | 98.75% |
09/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 109,049 | 100,000 | 52,768 CHF | 49,403 CHF | 100.00% | 100.00% |
08/07/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 106,553 | 100,000 | 52,440 CHF | 50,244 CHF | 98.75% | 98.75% |
05/07/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 101,604 | 100,000 | 52,329 CHF | 52,547 CHF | 98.35% | 98.35% |
04/07/2024 | 2.08% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 108,965 | 100,000 | 51,791 CHF | 48,555 CHF | 100.00% | 100.00% |
03/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,451 | 100,000 | 51,963 CHF | 48,054 CHF | 98.28% | 98.28% |
02/07/2024 | 2.35% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 123,821 | 100,000 | 52,161 CHF | 43,172 CHF | 98.91% | 98.91% |