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 | 1.55% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,871 CHF | 64,871 CHF | 99.66% | 99.66% |
12/07/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,906 CHF | 63,906 CHF | 99.01% | 99.01% |
11/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,807 CHF | 62,807 CHF | 99.09% | 99.09% |
10/07/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,645 CHF | 62,645 CHF | 100.00% | 100.00% |
09/07/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,716 CHF | 59,716 CHF | 100.00% | 100.00% |
08/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,857 CHF | 56,857 CHF | 100.00% | 100.00% |
05/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,962 CHF | 56,962 CHF | 98.98% | 98.98% |
04/07/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,004 CHF | 59,004 CHF | 100.00% | 100.00% |
03/07/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,362 CHF | 63,362 CHF | 99.99% | 99.99% |
02/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,205 CHF | 69,205 CHF | 100.00% | 100.00% |