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 | 1.39% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,405 CHF | 72,405 CHF | 100.00% | 100.00% |
12/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,813 CHF | 71,813 CHF | 97.77% | 97.77% |
11/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,860 CHF | 72,860 CHF | 92.31% | 92.31% |
10/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,309 CHF | 75,309 CHF | 99.80% | 99.80% |
09/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,301 CHF | 77,301 CHF | 100.00% | 100.00% |
08/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,420 CHF | 75,420 CHF | 98.99% | 98.99% |
05/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,214 CHF | 74,214 CHF | 100.00% | 100.00% |
04/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,614 CHF | 74,614 CHF | 98.17% | 98.17% |
03/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,780 CHF | 75,780 CHF | 100.00% | 100.00% |
02/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,475 CHF | 77,475 CHF | 100.00% | 100.00% |