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 | 1.52% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,089 CHF | 66,089 CHF | 99.66% | 99.66% |
12/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,177 CHF | 65,177 CHF | 99.01% | 99.01% |
11/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,956 CHF | 63,956 CHF | 99.09% | 99.09% |
10/07/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,823 CHF | 63,823 CHF | 100.00% | 100.00% |
09/07/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,829 CHF | 60,829 CHF | 100.00% | 100.00% |
08/07/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,084 CHF | 58,084 CHF | 100.00% | 100.00% |
05/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,034 CHF | 58,034 CHF | 98.98% | 98.98% |
04/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,194 CHF | 60,194 CHF | 100.00% | 100.00% |
03/07/2024 | 1.56% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,537 CHF | 64,537 CHF | 99.99% | 99.99% |
02/07/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,559 CHF | 70,559 CHF | 100.00% | 100.00% |