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 | 1.97% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 101,513 | 100,000 | 51,035 CHF | 51,297 CHF | 99.66% | 99.66% |
12/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,513 CHF | 52,513 CHF | 99.01% | 99.01% |
11/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,632 CHF | 53,632 CHF | 99.02% | 99.02% |
10/07/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,850 CHF | 53,850 CHF | 100.00% | 100.00% |
09/07/2024 | 1.77% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,956 CHF | 56,956 CHF | 100.00% | 100.00% |
08/07/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,895 CHF | 59,895 CHF | 100.00% | 100.00% |
05/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,966 CHF | 59,966 CHF | 98.98% | 98.98% |
04/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,779 CHF | 57,779 CHF | 100.00% | 100.00% |
03/07/2024 | 1.90% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,179 | 100,000 | 52,403 CHF | 53,315 CHF | 99.99% | 99.99% |
02/07/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110,000 | 100,000 | 112,342 | 100,000 | 51,941 CHF | 47,283 CHF | 100.00% | 100.00% |