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 | 2.07% | 0.97 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,856 CHF | 97,856 CHF | 98.06% | 98.06% |
12/07/2024 | 2.06% | 0.98 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,053 CHF | 98,053 CHF | 99.55% | 99.55% |
11/07/2024 | 2.14% | 0.94 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,261 CHF | 94,261 CHF | 99.45% | 99.45% |
10/07/2024 | 2.19% | 0.92 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,528 CHF | 92,528 CHF | 99.52% | 99.52% |
09/07/2024 | 2.25% | 0.88 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,938 CHF | 89,938 CHF | 99.52% | 99.52% |
08/07/2024 | 2.18% | 0.90 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,842 CHF | 92,842 CHF | 99.52% | 99.52% |
05/07/2024 | 2.11% | 0.91 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,922 CHF | 95,922 CHF | 98.45% | 98.45% |
04/07/2024 | 2.15% | 0.93 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,917 CHF | 93,917 CHF | 98.68% | 98.68% |
03/07/2024 | 2.18% | 0.91 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,817 CHF | 92,817 CHF | 99.49% | 99.49% |
02/07/2024 | 2.38% | 0.84 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,187 CHF | 85,187 CHF | 99.57% | 99.57% |