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 | 1.35% | 1.71 CHF | 1.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 178,150 CHF | 180,581 CHF | 51.72% | 51.72% |
12/07/2024 | 1.40% | 1.73 CHF | 1.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 173,768 CHF | 176,217 CHF | 87.00% | 87.00% |
11/07/2024 | 1.35% | 1.73 CHF | 1.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 177,029 CHF | 179,441 CHF | 91.47% | 91.47% |
10/07/2024 | 1.46% | 1.70 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 166,770 CHF | 169,230 CHF | 99.39% | 99.39% |
09/07/2024 | 1.92% | 1.63 CHF | 1.65 CHF | 100,000 | 100,000 | 59,456 | 59,456 | 97,603 CHF | 99,421 CHF | 97.90% | 97.90% |
08/07/2024 | 1.50% | 1.62 CHF | 1.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 160,413 CHF | 162,838 CHF | 100.00% | 100.00% |
05/07/2024 | 1.51% | 1.54 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,321 CHF | 158,704 CHF | 99.01% | 99.01% |
04/07/2024 | 1.43% | 1.63 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,563 CHF | 164,899 CHF | 99.58% | 99.58% |
03/07/2024 | 1.51% | 1.57 CHF | 1.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,239 CHF | 159,630 CHF | 99.50% | 99.50% |
02/07/2024 | 1.48% | 1.65 CHF | 1.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,660 CHF | 167,106 CHF | 98.29% | 98.29% |