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 | 1.41% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,497 CHF | 71,497 CHF | 100.00% | 100.00% |
12/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,830 CHF | 70,830 CHF | 98.48% | 98.48% |
11/07/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,778 CHF | 72,778 CHF | 97.09% | 97.09% |
10/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,125 CHF | 74,125 CHF | 99.80% | 99.80% |
09/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,433 CHF | 75,433 CHF | 100.00% | 100.00% |
08/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,552 CHF | 70,552 CHF | 98.97% | 98.97% |
05/07/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,514 CHF | 66,514 CHF | 100.00% | 100.00% |
04/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,233 CHF | 67,233 CHF | 98.16% | 98.16% |
03/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,980 CHF | 67,980 CHF | 100.00% | 100.00% |
02/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,777 CHF | 71,777 CHF | 100.00% | 100.00% |