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% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,498 CHF | 57,498 CHF | 100.00% | 100.00% |
12/07/2024 | 1.83% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,076 CHF | 55,076 CHF | 99.68% | 99.68% |
11/07/2024 | 1.66% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,916 CHF | 60,916 CHF | 98.80% | 98.80% |
10/07/2024 | 1.51% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 94,387 | 94,387 | 61,898 CHF | 62,842 CHF | 96.07% | 96.07% |
09/07/2024 | 1.55% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,062 CHF | 65,062 CHF | 99.67% | 99.67% |
08/07/2024 | 1.65% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,165 CHF | 61,165 CHF | 99.84% | 99.84% |
05/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,642 CHF | 59,642 CHF | 100.00% | 100.00% |
04/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,082 CHF | 60,082 CHF | 100.00% | 100.00% |
03/07/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,336 CHF | 59,336 CHF | 99.23% | 99.23% |
02/07/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,712 CHF | 63,712 CHF | 99.66% | 99.66% |