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 | 1.26% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,803 CHF | 79,803 CHF | 99.76% | 99.76% |
12/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 79,779 CHF | 80,779 CHF | 98.93% | 98.93% |
11/07/2024 | 1.31% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 80,439 CHF | 81,444 CHF | 97.80% | 97.80% |
10/07/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,277 CHF | 84,277 CHF | 99.99% | 99.99% |
09/07/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,640 CHF | 84,640 CHF | 100.00% | 100.00% |
08/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,592 CHF | 85,592 CHF | 100.00% | 100.00% |
05/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 83,243 CHF | 84,243 CHF | 98.91% | 98.91% |
04/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,563 CHF | 84,563 CHF | 97.80% | 97.80% |
03/07/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,983 CHF | 84,983 CHF | 99.41% | 99.41% |
02/07/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,859 CHF | 87,859 CHF | 99.97% | 99.97% |