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 | 1.77% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,893 CHF | 56,893 CHF | 99.05% | 99.05% |
12/07/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,388 CHF | 60,388 CHF | 98.83% | 98.83% |
11/07/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,656 CHF | 59,656 CHF | 98.28% | 98.28% |
10/07/2024 | 1.68% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,095 CHF | 60,095 CHF | 95.12% | 95.12% |
09/07/2024 | 1.82% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,427 CHF | 55,427 CHF | 98.63% | 98.63% |
08/07/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 110,478 | 110,478 | 54,988 CHF | 56,093 CHF | 98.58% | 98.58% |
05/07/2024 | 1.97% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 105,158 | 105,158 | 52,713 CHF | 53,765 CHF | 99.17% | 99.17% |
04/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,981 CHF | 52,981 CHF | 99.18% | 99.18% |
03/07/2024 | 1.81% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,774 CHF | 55,774 CHF | 98.44% | 98.44% |
02/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,313 CHF | 58,313 CHF | 98.79% | 98.79% |