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 | 1.59% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,288 CHF | 63,288 CHF | 93.44% | 93.44% |
12/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 64,122 CHF | 65,122 CHF | 98.92% | 98.92% |
11/07/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 66,350 CHF | 67,354 CHF | 97.72% | 97.72% |
10/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,357 CHF | 71,357 CHF | 99.99% | 99.99% |
09/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,652 CHF | 71,652 CHF | 100.00% | 100.00% |
08/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,100 CHF | 70,100 CHF | 99.99% | 99.99% |
05/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 99,971 | 99,971 | 70,355 CHF | 71,355 CHF | 98.92% | 98.92% |
04/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,845 CHF | 73,845 CHF | 25.59% | 25.59% |
03/07/2024 | 1.31% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,774 CHF | 76,774 CHF | 99.41% | 99.41% |
02/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,120 CHF | 81,120 CHF | 100.00% | 100.00% |