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 | 1.25% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,638 CHF | 80,638 CHF | 96.56% | 96.56% |
12/07/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,786 CHF | 90,786 CHF | 99.01% | 99.01% |
11/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,156 CHF | 97,156 CHF | 98.96% | 98.96% |
10/07/2024 | 0.92% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,128 CHF | 109,128 CHF | 100.00% | 100.00% |
09/07/2024 | 1.60% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 60,686 | 60,686 | 67,825 CHF | 68,825 CHF | 100.00% | 100.00% |
08/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,284 CHF | 117,284 CHF | 99.36% | 99.36% |
05/07/2024 | 0.89% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,137 CHF | 113,137 CHF | 98.26% | 98.26% |
04/07/2024 | 1.60% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 53,687 | 53,687 | 64,151 CHF | 65,151 CHF | 99.37% | 99.37% |
03/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 107,727 CHF | 108,727 CHF | 100.00% | 100.00% |
02/07/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,678 CHF | 106,678 CHF | 99.72% | 99.72% |