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 | 1.40% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,861 CHF | 71,861 CHF | 99.66% | 99.66% |
12/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,859 CHF | 70,859 CHF | 99.01% | 99.01% |
11/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,772 CHF | 69,772 CHF | 99.09% | 99.09% |
10/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,623 CHF | 69,623 CHF | 100.00% | 100.00% |
09/07/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,648 CHF | 66,648 CHF | 100.00% | 100.00% |
08/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,857 CHF | 63,857 CHF | 100.00% | 100.00% |
05/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,939 CHF | 63,939 CHF | 98.98% | 98.98% |
04/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,954 CHF | 65,954 CHF | 100.00% | 100.00% |
03/07/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,362 CHF | 70,362 CHF | 99.99% | 99.99% |
02/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,142 CHF | 76,142 CHF | 100.00% | 100.00% |