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 | 1.10% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,353 CHF | 91,353 CHF | 99.76% | 99.76% |
12/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 91,478 CHF | 92,478 CHF | 98.90% | 98.90% |
11/07/2024 | 1.15% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 92,031 CHF | 93,036 CHF | 97.78% | 97.78% |
10/07/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,725 CHF | 95,725 CHF | 99.99% | 99.99% |
09/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,363 CHF | 96,363 CHF | 100.00% | 100.00% |
08/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,165 CHF | 97,165 CHF | 100.00% | 100.00% |
05/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 95,062 CHF | 96,062 CHF | 98.91% | 98.91% |
04/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,212 CHF | 96,212 CHF | 98.63% | 98.63% |
03/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,582 CHF | 96,582 CHF | 99.42% | 99.42% |
02/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,570 CHF | 99,570 CHF | 95.70% | 95.70% |