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 | 2.29% | 0.85 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,342 CHF | 88,342 CHF | 98.05% | 98.05% |
12/07/2024 | 2.29% | 0.84 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,210 CHF | 88,210 CHF | 99.55% | 99.55% |
11/07/2024 | 2.20% | 0.88 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,838 CHF | 91,838 CHF | 99.35% | 99.35% |
10/07/2024 | 2.17% | 0.90 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,307 CHF | 93,307 CHF | 99.52% | 99.52% |
09/07/2024 | 2.11% | 0.93 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,900 CHF | 95,900 CHF | 99.53% | 99.53% |
08/07/2024 | 2.18% | 0.92 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,931 CHF | 92,931 CHF | 99.49% | 99.49% |
05/07/2024 | 2.24% | 0.91 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,347 CHF | 90,347 CHF | 98.45% | 98.45% |
04/07/2024 | 2.19% | 0.90 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,405 CHF | 92,405 CHF | 98.68% | 98.68% |
03/07/2024 | 2.16% | 0.91 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,520 CHF | 93,520 CHF | 99.49% | 99.49% |
02/07/2024 | 2.01% | 0.98 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,712 CHF | 100,712 CHF | 99.57% | 99.57% |