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 | 1.16% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,533 CHF | 86,533 CHF | 99.76% | 99.76% |
12/07/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 87,548 CHF | 88,548 CHF | 98.93% | 98.93% |
11/07/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,070 | 99,070 | 89,499 CHF | 90,503 CHF | 97.80% | 97.80% |
10/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,972 CHF | 94,972 CHF | 99.99% | 99.99% |
09/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,097 CHF | 95,097 CHF | 100.00% | 100.00% |
08/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,359 CHF | 93,359 CHF | 100.00% | 100.00% |
05/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 99,971 | 99,971 | 93,838 CHF | 94,839 CHF | 98.89% | 98.89% |
04/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,354 CHF | 97,354 CHF | 99.00% | 99.00% |
03/07/2024 | 1.00% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,206 CHF | 100,206 CHF | 99.39% | 99.39% |
02/07/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,635 CHF | 104,635 CHF | 99.99% | 99.99% |