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 | 1.13% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,363 CHF | 89,363 CHF | 99.76% | 99.76% |
12/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 89,478 CHF | 90,479 CHF | 98.90% | 98.90% |
11/07/2024 | 1.17% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 90,053 CHF | 91,057 CHF | 97.80% | 97.80% |
10/07/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,731 CHF | 93,731 CHF | 99.99% | 99.99% |
09/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,363 CHF | 94,363 CHF | 100.00% | 100.00% |
08/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,172 CHF | 95,172 CHF | 100.00% | 100.00% |
05/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 99,969 | 99,969 | 93,064 CHF | 94,064 CHF | 98.94% | 98.94% |
04/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,219 CHF | 94,219 CHF | 98.63% | 98.63% |
03/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,588 CHF | 94,588 CHF | 99.41% | 99.41% |
02/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,507 CHF | 97,507 CHF | 100.00% | 100.00% |