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 | 1.57% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,211 CHF | 64,211 CHF | 99.39% | 99.39% |
12/07/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,811 CHF | 63,811 CHF | 99.05% | 99.05% |
11/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,677 CHF | 59,677 CHF | 98.57% | 98.57% |
10/07/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,387 CHF | 56,387 CHF | 95.47% | 95.47% |
09/07/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,790 CHF | 55,790 CHF | 99.05% | 99.05% |
08/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,410 CHF | 58,410 CHF | 99.24% | 99.24% |
05/07/2024 | 1.75% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,727 CHF | 57,727 CHF | 99.39% | 99.39% |
04/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,387 CHF | 57,387 CHF | 99.39% | 99.39% |
03/07/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,240 CHF | 53,240 CHF | 98.61% | 98.61% |
02/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 104,734 | 104,734 | 52,683 CHF | 53,731 CHF | 99.03% | 99.03% |