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 | 2.54% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 144,399 | 144,399 | 56,086 CHF | 57,530 CHF | 86.33% | 86.33% |
12/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,082 CHF | 55,082 CHF | 98.82% | 98.82% |
11/07/2024 | 1.62% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,342 CHF | 62,342 CHF | 98.45% | 98.45% |
10/07/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,170 CHF | 62,170 CHF | 95.08% | 95.08% |
09/07/2024 | 1.54% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 99,991 | 99,992 | 64,473 CHF | 65,474 CHF | 98.67% | 98.67% |
08/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,039 CHF | 58,039 CHF | 98.59% | 98.59% |
05/07/2024 | 1.60% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,233 CHF | 63,233 CHF | 99.17% | 99.17% |
04/07/2024 | 1.64% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 99,992 | 60,679 CHF | 61,674 CHF | 99.18% | 99.18% |
03/07/2024 | 2.04% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 120,322 | 120,322 | 58,281 CHF | 59,484 CHF | 98.44% | 98.44% |
02/07/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,582 | 125,582 | 54,698 CHF | 55,954 CHF | 98.84% | 98.84% |