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 | 1.46% | 0.94 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,253 CHF | 99,699 CHF | 89.98% | 89.98% |
12/07/2024 | 1.45% | 0.96 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,549 CHF | 97,960 CHF | 87.00% | 87.00% |
11/07/2024 | 1.50% | 0.96 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,893 CHF | 100,387 CHF | 90.82% | 90.82% |
10/07/2024 | 1.44% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,141 CHF | 93,478 CHF | 99.39% | 99.39% |
09/07/2024 | 2.37% | 0.89 CHF | 0.91 CHF | 100,000 | 100,000 | 59,456 | 59,456 | 53,680 CHF | 54,908 CHF | 97.90% | 97.90% |
08/07/2024 | 1.59% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,980 CHF | 89,391 CHF | 100.00% | 100.00% |
05/07/2024 | 1.66% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,277 CHF | 87,717 CHF | 99.53% | 99.53% |
04/07/2024 | 1.57% | 0.91 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,802 CHF | 92,239 CHF | 99.58% | 99.58% |
03/07/2024 | 1.69% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,201 CHF | 88,689 CHF | 99.49% | 99.49% |
02/07/2024 | 1.52% | 0.92 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,210 CHF | 93,621 CHF | 98.18% | 98.18% |