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 | 1.31% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,787 CHF | 76,787 CHF | 100.00% | 100.00% |
12/07/2024 | 1.30% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,765 CHF | 77,765 CHF | 99.69% | 99.69% |
11/07/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,675 CHF | 77,675 CHF | 99.13% | 99.13% |
10/07/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,878 CHF | 69,878 CHF | 96.12% | 96.12% |
09/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,033 CHF | 66,033 CHF | 99.65% | 99.65% |
08/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,234 CHF | 69,234 CHF | 99.84% | 99.84% |
05/07/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,186 CHF | 72,186 CHF | 100.00% | 100.00% |
04/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,643 CHF | 74,643 CHF | 100.00% | 100.00% |
03/07/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,156 CHF | 71,156 CHF | 99.25% | 99.25% |
02/07/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,111 CHF | 61,111 CHF | 99.68% | 99.68% |