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 | 1.40% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,927 CHF | 105,389 CHF | 89.98% | 89.98% |
12/07/2024 | 1.38% | 1.01 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,698 CHF | 103,108 CHF | 87.00% | 87.00% |
11/07/2024 | 1.38% | 1.01 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,715 CHF | 106,168 CHF | 91.65% | 91.65% |
10/07/2024 | 1.49% | 0.98 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,809 CHF | 97,248 CHF | 99.39% | 99.39% |
09/07/2024 | 2.36% | 0.92 CHF | 0.94 CHF | 100,000 | 100,000 | 59,456 | 59,456 | 55,610 CHF | 56,862 CHF | 97.90% | 97.90% |
08/07/2024 | 1.56% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,495 CHF | 91,920 CHF | 100.00% | 100.00% |
05/07/2024 | 1.65% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,157 CHF | 88,607 CHF | 98.81% | 98.81% |
04/07/2024 | 1.49% | 0.93 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,624 CHF | 94,013 CHF | 99.58% | 99.58% |
03/07/2024 | 1.57% | 0.88 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,334 CHF | 89,732 CHF | 99.50% | 99.50% |
02/07/2024 | 1.50% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,682 CHF | 96,113 CHF | 98.19% | 98.19% |