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 | 1.58% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,991 CHF | 63,991 CHF | 99.76% | 99.76% |
12/07/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 64,927 CHF | 65,927 CHF | 98.93% | 98.93% |
11/07/2024 | 1.57% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 99,070 | 99,070 | 67,229 CHF | 68,234 CHF | 97.79% | 97.79% |
10/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,189 CHF | 72,189 CHF | 99.99% | 99.99% |
09/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,442 CHF | 72,442 CHF | 100.00% | 100.00% |
08/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,743 CHF | 70,743 CHF | 99.99% | 99.99% |
05/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 99,971 | 99,971 | 71,141 CHF | 72,141 CHF | 98.89% | 98.89% |
04/07/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,742 CHF | 74,742 CHF | 96.43% | 96.43% |
03/07/2024 | 1.30% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,574 CHF | 77,574 CHF | 96.82% | 96.82% |
02/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,776 CHF | 81,776 CHF | 99.98% | 99.98% |