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 | 1.85% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,069 | 98,038 | 53,534 CHF | 53,965 CHF | 99.68% | 99.95% |
12/07/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,335 | 98,836 | 55,706 CHF | 56,416 CHF | 98.81% | 99.95% |
11/07/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,344 | 98,831 | 58,577 CHF | 59,276 CHF | 98.11% | 99.25% |
10/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,074 | 98,213 | 61,743 CHF | 62,191 CHF | 99.44% | 99.91% |
09/07/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,068 | 98,468 | 62,093 CHF | 62,701 CHF | 99.11% | 99.93% |
08/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,014 | 98,482 | 60,631 CHF | 61,293 CHF | 93.24% | 99.88% |
05/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,395 | 98,374 | 62,182 CHF | 62,527 CHF | 99.30% | 99.86% |
04/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,075 | 98,036 | 64,455 CHF | 64,760 CHF | 99.65% | 99.91% |
03/07/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,374 | 98,325 | 67,577 CHF | 67,850 CHF | 99.36% | 99.78% |
02/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 99,068 | 98,528 | 71,747 CHF | 72,346 CHF | 99.03% | 99.88% |