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 | 1.33% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,975 CHF | 75,975 CHF | 98.22% | 98.22% |
12/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,103 CHF | 78,103 CHF | 99.01% | 99.01% |
11/07/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,689 CHF | 74,689 CHF | 99.08% | 99.08% |
10/07/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,581 CHF | 68,581 CHF | 100.00% | 100.00% |
09/07/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,346 CHF | 63,346 CHF | 100.00% | 100.00% |
08/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,344 CHF | 68,344 CHF | 100.00% | 100.00% |
05/07/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,097 CHF | 71,097 CHF | 98.98% | 98.98% |
04/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,954 CHF | 70,954 CHF | 99.50% | 99.50% |
03/07/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,615 CHF | 67,615 CHF | 100.00% | 100.00% |
02/07/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,079 CHF | 63,079 CHF | 100.00% | 100.00% |