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 | 1.89% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,331 CHF | 53,331 CHF | 99.76% | 99.76% |
12/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 53,468 CHF | 54,469 CHF | 98.93% | 98.93% |
11/07/2024 | 1.94% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 99,068 | 99,068 | 54,361 CHF | 55,365 CHF | 97.68% | 97.68% |
10/07/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,684 CHF | 57,684 CHF | 99.99% | 99.99% |
09/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,308 CHF | 58,308 CHF | 100.00% | 100.00% |
08/07/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,082 CHF | 59,082 CHF | 100.00% | 100.00% |
05/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 57,013 CHF | 58,013 CHF | 98.91% | 98.91% |
04/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,126 CHF | 58,126 CHF | 99.03% | 99.03% |
03/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,517 CHF | 58,517 CHF | 99.39% | 99.39% |
02/07/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,399 CHF | 61,399 CHF | 100.00% | 100.00% |