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 | 1.36% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,940 CHF | 73,940 CHF | 99.75% | 99.75% |
12/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 74,166 CHF | 75,166 CHF | 98.93% | 98.93% |
11/07/2024 | 1.41% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 74,977 CHF | 75,982 CHF | 97.79% | 97.79% |
10/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,511 CHF | 78,511 CHF | 99.99% | 99.99% |
09/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,898 CHF | 78,898 CHF | 99.99% | 99.99% |
08/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,821 CHF | 79,821 CHF | 100.00% | 100.00% |
05/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 99,969 | 99,969 | 77,502 CHF | 78,502 CHF | 98.94% | 98.94% |
04/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,962 CHF | 78,962 CHF | 87.87% | 87.87% |
03/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,289 CHF | 79,289 CHF | 99.42% | 99.42% |
02/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,101 CHF | 82,101 CHF | 100.00% | 100.00% |