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 | 1.60% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,973 CHF | 62,973 CHF | 99.76% | 99.76% |
12/07/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 63,224 CHF | 64,225 CHF | 98.93% | 98.93% |
11/07/2024 | 1.64% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 64,108 CHF | 65,113 CHF | 97.80% | 97.80% |
10/07/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,533 CHF | 67,533 CHF | 99.99% | 99.99% |
09/07/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,970 CHF | 67,970 CHF | 99.99% | 99.99% |
08/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,848 CHF | 68,848 CHF | 100.00% | 100.00% |
05/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 66,561 CHF | 67,562 CHF | 98.90% | 98.90% |
04/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,004 CHF | 68,004 CHF | 87.99% | 87.99% |
03/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,304 CHF | 68,304 CHF | 99.39% | 99.39% |
02/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,119 CHF | 71,119 CHF | 100.00% | 100.00% |