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 | 1.39% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,655 CHF | 72,655 CHF | 99.66% | 99.66% |
12/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,543 CHF | 71,543 CHF | 99.01% | 99.01% |
11/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,587 CHF | 70,587 CHF | 99.09% | 99.09% |
10/07/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,300 CHF | 70,300 CHF | 100.00% | 100.00% |
09/07/2024 | 1.50% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,360 CHF | 67,360 CHF | 100.00% | 100.00% |
08/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,448 CHF | 64,448 CHF | 100.00% | 100.00% |
05/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,769 CHF | 64,769 CHF | 98.98% | 98.98% |
04/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,745 CHF | 66,745 CHF | 100.00% | 100.00% |
03/07/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,124 CHF | 71,124 CHF | 99.99% | 99.99% |
02/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,984 CHF | 76,984 CHF | 100.00% | 100.00% |