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 | 1.25% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,625 CHF | 80,625 CHF | 99.76% | 99.76% |
12/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 80,555 CHF | 81,555 CHF | 98.93% | 98.93% |
11/07/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 99,046 | 99,046 | 81,215 CHF | 82,220 CHF | 95.35% | 95.35% |
10/07/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,302 CHF | 84,302 CHF | 99.99% | 99.99% |
09/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,224 CHF | 84,224 CHF | 100.00% | 100.00% |
08/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,042 CHF | 82,042 CHF | 100.00% | 100.00% |
05/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 99,969 | 99,969 | 83,513 CHF | 84,513 CHF | 98.88% | 98.88% |
04/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,675 CHF | 86,675 CHF | 99.16% | 99.16% |
03/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,727 CHF | 88,727 CHF | 99.39% | 99.39% |
02/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,130 CHF | 90,130 CHF | 99.99% | 99.99% |