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 | 1.74% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,352 CHF | 58,352 CHF | 96.56% | 96.56% |
12/07/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,526 CHF | 68,526 CHF | 99.01% | 99.01% |
11/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,893 CHF | 74,893 CHF | 99.08% | 99.08% |
10/07/2024 | 1.16% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,870 CHF | 86,870 CHF | 100.00% | 100.00% |
09/07/2024 | 1.84% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 60,682 | 60,682 | 54,390 CHF | 55,323 CHF | 99.99% | 99.99% |
08/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,269 CHF | 95,269 CHF | 99.37% | 99.37% |
05/07/2024 | 1.11% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,941 CHF | 90,941 CHF | 98.26% | 98.26% |
04/07/2024 | 1.73% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 53,687 | 53,687 | 52,300 CHF | 53,186 CHF | 99.38% | 99.38% |
03/07/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,491 CHF | 86,491 CHF | 100.00% | 100.00% |
02/07/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,514 CHF | 84,514 CHF | 99.95% | 99.95% |