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 | 1.11% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,291 CHF | 90,291 CHF | 99.66% | 99.66% |
12/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,366 CHF | 89,366 CHF | 99.01% | 99.01% |
11/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,295 CHF | 88,295 CHF | 99.09% | 99.09% |
10/07/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,112 CHF | 88,112 CHF | 100.00% | 100.00% |
09/07/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,079 CHF | 85,079 CHF | 100.00% | 100.00% |
08/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,241 CHF | 82,241 CHF | 100.00% | 100.00% |
05/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,470 CHF | 82,470 CHF | 98.98% | 98.98% |
04/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,434 CHF | 84,434 CHF | 100.00% | 100.00% |
03/07/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,718 CHF | 88,718 CHF | 99.99% | 99.99% |
02/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,767 CHF | 94,767 CHF | 100.00% | 100.00% |