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 | 1.64% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,515 CHF | 61,515 CHF | 99.05% | 99.05% |
12/07/2024 | 1.42% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 79,422 | 79,422 | 55,376 CHF | 56,170 CHF | 98.85% | 98.85% |
11/07/2024 | 1.57% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 99,809 | 99,809 | 62,908 CHF | 63,906 CHF | 98.31% | 98.31% |
10/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 51,192 CHF | 51,942 CHF | 95.09% | 95.09% |
09/07/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 78,959 | 78,959 | 52,942 CHF | 53,732 CHF | 98.61% | 98.61% |
08/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 90,233 | 90,232 | 59,318 CHF | 60,220 CHF | 98.55% | 98.55% |
05/07/2024 | 1.28% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,318 CHF | 59,068 CHF | 99.17% | 99.17% |
04/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,425 CHF | 60,175 CHF | 99.17% | 99.17% |
03/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,419 CHF | 60,169 CHF | 98.42% | 98.42% |
02/07/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,122 CHF | 61,872 CHF | 98.79% | 98.79% |