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% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,395 CHF | 91,395 CHF | 99.75% | 99.75% |
12/07/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 91,373 CHF | 92,373 CHF | 98.93% | 98.93% |
11/07/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 91,671 CHF | 92,676 CHF | 97.80% | 97.80% |
10/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,015 CHF | 95,015 CHF | 99.99% | 99.99% |
09/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,925 CHF | 94,925 CHF | 100.00% | 100.00% |
08/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,751 CHF | 92,751 CHF | 100.00% | 100.00% |
05/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 94,268 CHF | 95,268 CHF | 98.84% | 98.84% |
04/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,269 CHF | 97,269 CHF | 92.28% | 92.28% |
03/07/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,508 CHF | 99,508 CHF | 99.41% | 99.41% |
02/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,890 CHF | 100,890 CHF | 99.99% | 99.99% |