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 | 1.23% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,565 CHF | 81,565 CHF | 99.76% | 99.76% |
12/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 99,965 | 99,965 | 79,933 CHF | 80,933 CHF | 98.93% | 98.93% |
11/07/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 99,069 | 99,069 | 78,058 CHF | 79,063 CHF | 97.80% | 97.80% |
10/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,988 CHF | 77,988 CHF | 99.99% | 99.99% |
09/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,625 CHF | 77,625 CHF | 100.00% | 100.00% |
08/07/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,022 CHF | 77,022 CHF | 100.00% | 100.00% |
05/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 99,969 | 99,969 | 77,732 CHF | 78,732 CHF | 98.92% | 98.92% |
04/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,649 CHF | 78,649 CHF | 98.59% | 98.59% |
03/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,443 CHF | 78,443 CHF | 99.42% | 99.42% |
02/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,698 CHF | 75,698 CHF | 100.00% | 100.00% |