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 | 1.76% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,231 CHF | 57,231 CHF | 98.85% | 98.85% |
12/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,223 CHF | 58,223 CHF | 91.41% | 91.41% |
11/07/2024 | 1.48% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 79,974 | 79,974 | 53,412 CHF | 54,212 CHF | 98.30% | 98.30% |
10/07/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 86,805 | 86,805 | 57,673 CHF | 58,541 CHF | 95.12% | 95.12% |
09/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 75,000 | 75,000 | 94,326 | 94,326 | 62,535 CHF | 63,478 CHF | 98.65% | 98.65% |
08/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 88,199 | 88,199 | 58,302 CHF | 59,184 CHF | 98.51% | 98.51% |
05/07/2024 | 1.66% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,734 CHF | 60,734 CHF | 99.17% | 99.17% |
04/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,049 CHF | 59,049 CHF | 99.18% | 99.18% |
03/07/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,337 CHF | 57,337 CHF | 98.43% | 98.43% |
02/07/2024 | 1.92% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,507 CHF | 52,507 CHF | 98.76% | 98.76% |