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 | 1.47% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,402 CHF | 68,402 CHF | 92.11% | 92.11% |
12/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 66,820 CHF | 67,821 CHF | 98.93% | 98.93% |
11/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 64,978 CHF | 65,983 CHF | 97.80% | 97.80% |
10/07/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,844 CHF | 64,844 CHF | 99.99% | 99.99% |
09/07/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,548 CHF | 64,548 CHF | 100.00% | 100.00% |
08/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,935 CHF | 63,935 CHF | 100.00% | 100.00% |
05/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,969 | 99,969 | 64,686 CHF | 65,686 CHF | 98.90% | 98.90% |
04/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,568 CHF | 65,568 CHF | 98.39% | 98.39% |
03/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,368 CHF | 65,368 CHF | 99.38% | 99.38% |
02/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,611 CHF | 62,611 CHF | 100.00% | 100.00% |