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 | 1.19% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,550 CHF | 84,550 CHF | 100.00% | 100.00% |
12/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,980 CHF | 83,980 CHF | 97.77% | 97.77% |
11/07/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,056 CHF | 85,056 CHF | 84.67% | 84.67% |
10/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,378 CHF | 87,378 CHF | 99.76% | 99.76% |
09/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,361 CHF | 89,361 CHF | 100.00% | 100.00% |
08/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,736 CHF | 87,736 CHF | 98.99% | 98.99% |
05/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,409 CHF | 86,409 CHF | 100.00% | 100.00% |
04/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,760 CHF | 86,760 CHF | 98.17% | 98.17% |
03/07/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,888 CHF | 87,888 CHF | 100.00% | 100.00% |
02/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,529 CHF | 89,529 CHF | 100.00% | 100.00% |