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% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,366 CHF | 72,366 CHF | 98.22% | 98.22% |
12/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,304 CHF | 74,304 CHF | 99.01% | 99.01% |
11/07/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,999 CHF | 70,999 CHF | 99.09% | 99.09% |
10/07/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,797 CHF | 64,797 CHF | 100.00% | 100.00% |
09/07/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,647 CHF | 59,647 CHF | 100.00% | 100.00% |
08/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,332 CHF | 64,332 CHF | 84.28% | 84.28% |
05/07/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,444 CHF | 67,444 CHF | 98.98% | 98.98% |
04/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,229 CHF | 67,229 CHF | 99.50% | 99.50% |
03/07/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,046 CHF | 64,046 CHF | 100.00% | 100.00% |
02/07/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,447 CHF | 59,447 CHF | 98.10% | 98.10% |