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 | 1.83% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,078 CHF | 55,078 CHF | 99.75% | 99.75% |
12/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 55,361 CHF | 56,361 CHF | 98.93% | 98.93% |
11/07/2024 | 1.87% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 56,246 CHF | 57,250 CHF | 97.80% | 97.80% |
10/07/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,594 CHF | 59,594 CHF | 99.99% | 99.99% |
09/07/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,119 CHF | 60,119 CHF | 100.00% | 100.00% |
08/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,943 CHF | 60,943 CHF | 100.00% | 100.00% |
05/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 58,816 CHF | 59,816 CHF | 98.93% | 98.93% |
04/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,024 CHF | 60,024 CHF | 98.85% | 98.85% |
03/07/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,386 CHF | 60,386 CHF | 99.42% | 99.42% |
02/07/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,232 CHF | 63,232 CHF | 100.00% | 100.00% |