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 | 1.26% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,810 CHF | 79,810 CHF | 99.66% | 99.66% |
12/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,668 CHF | 78,668 CHF | 99.01% | 99.01% |
11/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,683 CHF | 77,683 CHF | 99.09% | 99.09% |
10/07/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,480 CHF | 77,480 CHF | 100.00% | 100.00% |
09/07/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,528 CHF | 74,528 CHF | 100.00% | 100.00% |
08/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,682 CHF | 71,682 CHF | 100.00% | 100.00% |
05/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,906 CHF | 71,906 CHF | 98.98% | 98.98% |
04/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,875 CHF | 73,875 CHF | 100.00% | 100.00% |
03/07/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,275 CHF | 78,275 CHF | 99.99% | 99.99% |
02/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,097 CHF | 84,097 CHF | 100.00% | 100.00% |