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 | 1.37% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 72,372 CHF | 73,364 CHF | 100.00% | 100.00% |
12/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 73,218 CHF | 74,210 CHF | 100.00% | 100.00% |
11/07/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 72,251 CHF | 73,243 CHF | 99.99% | 99.99% |
10/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 75,596 CHF | 76,587 CHF | 100.00% | 100.00% |
09/07/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 99,057 | 99,057 | 76,319 CHF | 77,310 CHF | 99.60% | 99.60% |
08/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 77,871 CHF | 78,862 CHF | 100.00% | 100.00% |
05/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 79,511 CHF | 80,503 CHF | 99.88% | 99.88% |
04/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 77,274 CHF | 78,266 CHF | 100.00% | 100.00% |
03/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 79,318 CHF | 80,310 CHF | 100.00% | 100.00% |
02/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 76,881 CHF | 77,873 CHF | 100.00% | 100.00% |