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 | 2.11% | 0.45 CHF | 0.46 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 42,320 CHF | 43,220 CHF | 100.00% | 100.00% |
12/07/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,954 CHF | 53,954 CHF | 100.00% | 100.00% |
11/07/2024 | 2.11% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,900 CHF | 47,900 CHF | 100.00% | 100.00% |
10/07/2024 | 2.37% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,135 CHF | 53,385 CHF | 100.00% | 100.00% |
09/07/2024 | 2.34% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,226 CHF | 43,226 CHF | 100.00% | 100.00% |
08/07/2024 | 2.04% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,713 CHF | 49,713 CHF | 100.00% | 100.00% |
05/07/2024 | 1.81% | 0.52 CHF | 0.53 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 49,265 CHF | 50,165 CHF | 100.00% | 100.00% |
04/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,792 CHF | 54,792 CHF | 100.00% | 100.00% |
03/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,640 CHF | 54,640 CHF | 100.00% | 100.00% |
02/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 94,020 | 94,020 | 45,957 CHF | 46,897 CHF | 100.00% | 100.00% |