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 | 1.63% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,619 CHF | 89,052 CHF | 89.98% | 89.98% |
12/07/2024 | 1.69% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,379 CHF | 86,832 CHF | 86.85% | 86.85% |
11/07/2024 | 1.59% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,336 CHF | 89,747 CHF | 91.46% | 91.46% |
10/07/2024 | 1.72% | 0.82 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,003 CHF | 81,387 CHF | 99.39% | 99.39% |
09/07/2024 | 2.88% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 59,456 | 59,456 | 46,301 CHF | 47,579 CHF | 97.90% | 97.90% |
08/07/2024 | 1.88% | 0.76 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,126 CHF | 76,554 CHF | 100.00% | 100.00% |
05/07/2024 | 1.93% | 0.70 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,091 CHF | 73,492 CHF | 99.53% | 99.53% |
04/07/2024 | 1.86% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,178 CHF | 78,628 CHF | 99.58% | 99.58% |
03/07/2024 | 1.91% | 0.73 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,298 CHF | 74,711 CHF | 99.50% | 99.50% |
02/07/2024 | 1.83% | 0.79 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,176 CHF | 80,633 CHF | 98.04% | 98.04% |