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 | 0.86% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,648 CHF | 116,648 CHF | 96.56% | 96.56% |
12/07/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,700 CHF | 106,700 CHF | 99.01% | 99.01% |
11/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,419 CHF | 100,419 CHF | 99.08% | 99.08% |
10/07/2024 | 1.14% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,306 CHF | 88,306 CHF | 100.00% | 100.00% |
09/07/2024 | 1.91% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 60,686 | 60,686 | 50,530 CHF | 51,447 CHF | 100.00% | 100.00% |
08/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,461 CHF | 80,461 CHF | 99.36% | 99.36% |
05/07/2024 | 1.18% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,059 CHF | 85,059 CHF | 98.26% | 98.26% |
04/07/2024 | 2.47% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 53,687 | 53,687 | 40,784 CHF | 41,767 CHF | 99.37% | 99.37% |
03/07/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,745 CHF | 89,745 CHF | 100.00% | 100.00% |
02/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,020 CHF | 92,020 CHF | 99.84% | 99.84% |