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 | 1.13% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,893 CHF | 88,893 CHF | 94.21% | 94.21% |
12/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 86,567 CHF | 87,567 CHF | 98.93% | 98.93% |
11/07/2024 | 1.26% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 99,070 | 99,070 | 83,367 CHF | 84,372 CHF | 97.80% | 97.80% |
10/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,917 CHF | 81,917 CHF | 99.99% | 99.99% |
09/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,969 CHF | 81,969 CHF | 100.00% | 100.00% |
08/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,501 CHF | 83,501 CHF | 99.99% | 99.99% |
05/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 99,967 | 99,967 | 81,886 CHF | 82,886 CHF | 98.89% | 98.89% |
04/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,018 CHF | 81,018 CHF | 71.96% | 71.96% |
03/07/2024 | 1.28% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,700 CHF | 78,700 CHF | 99.39% | 99.39% |
02/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,598 CHF | 74,598 CHF | 100.00% | 100.00% |