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 | 1.26% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,975 CHF | 79,975 CHF | 98.22% | 98.22% |
12/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,103 CHF | 82,103 CHF | 99.01% | 99.01% |
11/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,689 CHF | 78,689 CHF | 99.08% | 99.08% |
10/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,519 CHF | 72,519 CHF | 100.00% | 100.00% |
09/07/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,233 CHF | 67,233 CHF | 100.00% | 100.00% |
08/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,344 CHF | 72,344 CHF | 100.00% | 100.00% |
05/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,097 CHF | 75,097 CHF | 98.98% | 98.98% |
04/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,861 CHF | 74,861 CHF | 99.50% | 99.50% |
03/07/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,560 CHF | 71,560 CHF | 100.00% | 100.00% |
02/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,079 CHF | 67,079 CHF | 100.00% | 100.00% |