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 | 1.75% | 1.34 CHF | 1.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,932 CHF | 141,382 CHF | 89.98% | 89.98% |
12/07/2024 | 1.76% | 1.36 CHF | 1.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,716 CHF | 139,144 CHF | 87.00% | 87.00% |
11/07/2024 | 1.69% | 1.36 CHF | 1.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,924 CHF | 142,304 CHF | 91.65% | 91.65% |
10/07/2024 | 1.80% | 1.33 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,169 CHF | 132,528 CHF | 99.39% | 99.39% |
09/07/2024 | 2.52% | 1.26 CHF | 1.29 CHF | 100,000 | 100,000 | 59,456 | 59,456 | 75,861 CHF | 77,719 CHF | 97.90% | 97.90% |
08/07/2024 | 1.70% | 1.25 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,152 CHF | 126,284 CHF | 99.96% | 99.96% |
05/07/2024 | 1.14% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,372 CHF | 121,756 CHF | 99.53% | 99.53% |
04/07/2024 | 1.80% | 1.27 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,309 CHF | 128,608 CHF | 99.58% | 99.58% |
03/07/2024 | 1.17% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,406 CHF | 122,831 CHF | 99.50% | 99.50% |
02/07/2024 | 1.63% | 1.29 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,446 CHF | 130,572 CHF | 98.24% | 98.24% |