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% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,801 CHF | 63,801 CHF | 99.76% | 99.76% |
12/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 62,409 CHF | 63,409 CHF | 98.93% | 98.93% |
11/07/2024 | 1.73% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,070 | 99,070 | 60,794 CHF | 61,799 CHF | 97.80% | 97.80% |
10/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,022 CHF | 61,022 CHF | 99.99% | 99.99% |
09/07/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,416 CHF | 61,416 CHF | 100.00% | 100.00% |
08/07/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,615 CHF | 63,615 CHF | 100.00% | 100.00% |
05/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 99,972 | 99,972 | 60,590 CHF | 61,590 CHF | 98.84% | 98.84% |
04/07/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,917 CHF | 59,917 CHF | 87.17% | 87.17% |
03/07/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,799 CHF | 57,799 CHF | 99.41% | 99.41% |
02/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,617 CHF | 56,617 CHF | 99.99% | 99.99% |