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 | 2.64% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 99,064 | 97,893 | 37,487 CHF | 38,029 CHF | 99.58% | 99.71% |
12/07/2024 | 2.49% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,332 | 99,132 | 39,685 CHF | 40,598 CHF | 98.48% | 99.95% |
11/07/2024 | 2.33% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 99,321 | 98,727 | 42,457 CHF | 43,202 CHF | 98.35% | 99.40% |
10/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 99,075 | 98,062 | 45,749 CHF | 46,264 CHF | 99.61% | 99.92% |
09/07/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 99,072 | 98,475 | 46,032 CHF | 46,741 CHF | 99.13% | 99.89% |
08/07/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 99,077 | 97,967 | 44,571 CHF | 45,059 CHF | 99.73% | 99.92% |
05/07/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 99,325 | 98,295 | 46,001 CHF | 46,508 CHF | 99.37% | 99.85% |
04/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 99,075 | 98,020 | 48,508 CHF | 48,972 CHF | 99.65% | 99.91% |
03/07/2024 | 1.92% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 98,949 | 98,404 | 51,710 CHF | 52,414 CHF | 87.53% | 99.81% |
02/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 99,075 | 98,429 | 55,566 CHF | 56,193 CHF | 99.13% | 99.91% |