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 | 1.81% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,894 CHF | 55,894 CHF | 98.99% | 98.99% |
12/07/2024 | 1.93% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,783 | 100,783 | 51,741 CHF | 52,749 CHF | 98.84% | 98.84% |
11/07/2024 | 1.65% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,081 CHF | 61,081 CHF | 98.42% | 98.42% |
10/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 99,996 | 56,773 CHF | 57,771 CHF | 95.22% | 95.22% |
09/07/2024 | 1.77% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,117 CHF | 57,117 CHF | 98.68% | 98.68% |
08/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,258 CHF | 59,258 CHF | 98.59% | 98.59% |
05/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,028 CHF | 53,028 CHF | 99.18% | 99.18% |
04/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,516 | 100,516 | 51,874 CHF | 52,879 CHF | 99.18% | 99.18% |
03/07/2024 | 2.18% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,666 CHF | 57,916 CHF | 98.45% | 98.45% |
02/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 50,658 CHF | 51,908 CHF | 98.84% | 98.84% |