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 | 1.29% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,294 CHF | 78,294 CHF | 99.72% | 99.72% |
12/07/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,890 CHF | 76,890 CHF | 97.13% | 97.13% |
11/07/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,577 CHF | 70,577 CHF | 99.08% | 99.08% |
10/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,896 CHF | 68,896 CHF | 98.75% | 98.75% |
09/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,917 CHF | 70,917 CHF | 100.00% | 100.00% |
08/07/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,637 CHF | 71,637 CHF | 98.75% | 98.75% |
05/07/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,965 CHF | 73,965 CHF | 98.35% | 98.35% |
04/07/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,233 CHF | 70,233 CHF | 100.00% | 100.00% |
03/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,654 CHF | 69,654 CHF | 98.93% | 98.93% |
02/07/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,832 CHF | 64,832 CHF | 98.91% | 98.91% |