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 | 2.52% | 0.80 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,463 CHF | 80,463 CHF | 98.06% | 98.06% |
12/07/2024 | 2.51% | 0.81 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,681 CHF | 80,681 CHF | 99.55% | 99.55% |
11/07/2024 | 2.64% | 0.77 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,911 CHF | 76,911 CHF | 99.43% | 99.43% |
10/07/2024 | 2.70% | 0.75 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,222 CHF | 75,222 CHF | 99.52% | 99.52% |
09/07/2024 | 2.79% | 0.71 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,637 CHF | 72,637 CHF | 99.52% | 99.52% |
08/07/2024 | 2.68% | 0.73 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,561 CHF | 75,561 CHF | 99.48% | 99.48% |
05/07/2024 | 2.58% | 0.74 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,620 CHF | 78,620 CHF | 98.45% | 98.45% |
04/07/2024 | 2.65% | 0.75 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,614 CHF | 76,614 CHF | 98.68% | 98.68% |
03/07/2024 | 2.68% | 0.74 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,525 CHF | 75,525 CHF | 99.50% | 99.50% |
02/07/2024 | 2.99% | 0.67 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,952 CHF | 67,952 CHF | 99.58% | 99.58% |