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 | 1.29% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,178 CHF | 78,178 CHF | 99.39% | 99.39% |
12/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,753 CHF | 75,753 CHF | 99.07% | 99.07% |
11/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,751 CHF | 73,751 CHF | 98.75% | 98.75% |
10/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,923 CHF | 74,923 CHF | 95.47% | 95.47% |
09/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,417 CHF | 84,417 CHF | 99.06% | 99.06% |
08/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,058 CHF | 81,058 CHF | 99.24% | 99.24% |
05/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,897 CHF | 73,897 CHF | 99.39% | 99.39% |
04/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,369 CHF | 72,369 CHF | 99.39% | 99.39% |
03/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,153 CHF | 72,153 CHF | 98.63% | 98.63% |
02/07/2024 | 1.43% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,310 CHF | 70,310 CHF | 99.07% | 99.07% |