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 | 1.39% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,339 CHF | 72,339 CHF | 100.00% | 100.00% |
12/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,161 CHF | 79,161 CHF | 97.23% | 97.23% |
11/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,429 CHF | 92,429 CHF | 98.56% | 98.56% |
10/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,691 CHF | 91,691 CHF | 99.78% | 99.78% |
09/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,458 CHF | 94,458 CHF | 100.00% | 100.00% |
08/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,399 CHF | 90,399 CHF | 98.99% | 98.99% |
05/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,807 CHF | 87,807 CHF | 100.00% | 100.00% |
04/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,518 CHF | 83,518 CHF | 98.17% | 98.17% |
03/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,155 CHF | 81,155 CHF | 100.00% | 100.00% |
02/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,367 CHF | 80,367 CHF | 100.00% | 100.00% |