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 | 1.58% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,605 CHF | 63,605 CHF | 99.75% | 99.75% |
12/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 62,228 CHF | 63,228 CHF | 98.93% | 98.93% |
11/07/2024 | 1.74% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 60,478 CHF | 61,482 CHF | 97.73% | 97.73% |
10/07/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,845 CHF | 60,845 CHF | 99.99% | 99.99% |
09/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,064 CHF | 61,064 CHF | 100.00% | 100.00% |
08/07/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,380 CHF | 63,380 CHF | 100.00% | 100.00% |
05/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 99,969 | 99,969 | 60,424 CHF | 61,424 CHF | 98.88% | 98.88% |
04/07/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,446 CHF | 59,446 CHF | 97.80% | 97.80% |
03/07/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,506 CHF | 57,506 CHF | 99.42% | 99.42% |
02/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,364 CHF | 56,364 CHF | 99.99% | 99.99% |