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 | 1.50% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,366 CHF | 67,366 CHF | 98.22% | 98.22% |
12/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,380 CHF | 69,380 CHF | 99.01% | 99.01% |
11/07/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,112 CHF | 66,112 CHF | 99.08% | 99.08% |
10/07/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,895 CHF | 59,895 CHF | 100.00% | 100.00% |
09/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,712 CHF | 54,712 CHF | 100.00% | 100.00% |
08/07/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,718 CHF | 59,718 CHF | 100.00% | 100.00% |
05/07/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,516 CHF | 62,516 CHF | 98.42% | 98.42% |
04/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,334 CHF | 62,334 CHF | 99.50% | 99.50% |
03/07/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,225 CHF | 59,225 CHF | 100.00% | 100.00% |
02/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,557 CHF | 54,557 CHF | 98.10% | 98.10% |