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 | 1.20% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,859 CHF | 83,859 CHF | 99.75% | 99.75% |
12/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 83,912 CHF | 84,912 CHF | 98.93% | 98.93% |
11/07/2024 | 1.25% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 84,649 CHF | 85,653 CHF | 97.78% | 97.78% |
10/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,368 CHF | 88,368 CHF | 99.99% | 99.99% |
09/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,702 CHF | 88,702 CHF | 100.00% | 100.00% |
08/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,690 CHF | 89,690 CHF | 100.00% | 100.00% |
05/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 87,309 CHF | 88,310 CHF | 98.94% | 98.94% |
04/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,693 CHF | 88,693 CHF | 97.11% | 97.11% |
03/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,103 CHF | 89,103 CHF | 97.76% | 97.76% |
02/07/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,955 CHF | 91,955 CHF | 100.00% | 100.00% |