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 | 1.51% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 60,713 | 60,713 | 48,303 CHF | 49,013 CHF | 99.33% | 99.33% |
12/07/2024 | 1.57% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 60,681 | 60,681 | 50,821 CHF | 51,594 CHF | 99.64% | 99.64% |
11/07/2024 | 1.70% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 61,421 | 61,421 | 52,433 CHF | 53,275 CHF | 93.19% | 93.19% |
10/07/2024 | 1.49% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 63,295 | 63,295 | 54,522 CHF | 55,295 CHF | 80.03% | 80.03% |
09/07/2024 | 1.71% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 60,682 | 60,682 | 49,135 CHF | 49,936 CHF | 99.63% | 99.63% |
08/07/2024 | 1.44% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 60,683 | 60,683 | 46,283 CHF | 46,943 CHF | 99.62% | 99.62% |
05/07/2024 | 1.50% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 60,875 | 60,875 | 46,954 CHF | 47,646 CHF | 98.32% | 98.32% |
04/07/2024 | 1.40% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 62,120 | 62,120 | 48,312 CHF | 48,983 CHF | 88.23% | 88.23% |
03/07/2024 | 1.41% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 60,733 | 60,733 | 47,722 CHF | 48,390 CHF | 99.63% | 99.63% |
02/07/2024 | 1.64% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 60,674 | 60,674 | 51,940 CHF | 52,759 CHF | 99.63% | 99.63% |