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 | 1.27% | 1.07 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,238 CHF | 112,654 CHF | 89.97% | 89.97% |
12/07/2024 | 1.33% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,342 CHF | 110,802 CHF | 87.00% | 87.00% |
11/07/2024 | 1.32% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,832 CHF | 113,319 CHF | 91.65% | 91.65% |
10/07/2024 | 1.38% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,559 CHF | 106,015 CHF | 98.96% | 98.96% |
09/07/2024 | 2.18% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 59,457 | 59,457 | 61,024 CHF | 62,298 CHF | 97.89% | 97.89% |
08/07/2024 | 1.40% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,206 CHF | 101,618 CHF | 99.40% | 99.40% |
05/07/2024 | 1.45% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,324 CHF | 99,760 CHF | 99.53% | 99.53% |
04/07/2024 | 1.37% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,211 CHF | 104,631 CHF | 99.58% | 99.58% |
03/07/2024 | 1.53% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,302 CHF | 100,836 CHF | 99.50% | 99.50% |
02/07/2024 | 1.35% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,669 CHF | 106,093 CHF | 98.29% | 98.29% |