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 | 1.24% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,038 CHF | 81,038 CHF | 99.76% | 99.76% |
12/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 79,510 CHF | 80,510 CHF | 98.93% | 98.93% |
11/07/2024 | 1.36% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 99,070 | 99,070 | 77,798 CHF | 78,802 CHF | 97.80% | 97.80% |
10/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,175 CHF | 78,175 CHF | 99.99% | 99.99% |
09/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,575 CHF | 78,575 CHF | 100.00% | 100.00% |
08/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,866 CHF | 80,866 CHF | 100.00% | 100.00% |
05/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 99,969 | 99,969 | 77,819 CHF | 78,820 CHF | 98.88% | 98.88% |
04/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,191 CHF | 77,191 CHF | 89.18% | 89.18% |
03/07/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,079 CHF | 75,079 CHF | 99.41% | 99.41% |
02/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,843 CHF | 73,843 CHF | 99.98% | 99.98% |