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 | 0.92% | 2.48 CHF | 2.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 254,918 CHF | 257,281 CHF | 50.28% | 50.28% |
12/07/2024 | 0.97% | 2.50 CHF | 2.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 250,654 CHF | 253,087 CHF | 87.00% | 87.00% |
11/07/2024 | 0.96% | 2.50 CHF | 2.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 253,922 CHF | 256,383 CHF | 91.42% | 91.42% |
10/07/2024 | 0.99% | 2.46 CHF | 2.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 243,313 CHF | 245,723 CHF | 99.39% | 99.39% |
09/07/2024 | 1.34% | 2.39 CHF | 2.42 CHF | 100,000 | 100,000 | 59,456 | 59,456 | 143,013 CHF | 144,863 CHF | 97.89% | 97.89% |
08/07/2024 | 1.02% | 2.38 CHF | 2.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 236,621 CHF | 239,040 CHF | 98.65% | 98.65% |
05/07/2024 | 1.02% | 2.30 CHF | 2.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 232,212 CHF | 234,588 CHF | 99.53% | 99.53% |
04/07/2024 | 0.99% | 2.39 CHF | 2.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 238,641 CHF | 241,025 CHF | 99.58% | 99.58% |
03/07/2024 | 1.02% | 2.33 CHF | 2.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 232,948 CHF | 235,342 CHF | 99.50% | 99.50% |
02/07/2024 | 1.00% | 2.41 CHF | 2.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 240,656 CHF | 243,078 CHF | 98.29% | 98.29% |