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 | 1.27% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,061 CHF | 79,061 CHF | 99.72% | 99.72% |
12/07/2024 | 1.30% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,496 CHF | 77,496 CHF | 97.13% | 97.13% |
11/07/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,101 CHF | 71,101 CHF | 99.08% | 99.08% |
10/07/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,676 CHF | 69,676 CHF | 98.75% | 98.75% |
09/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,756 CHF | 71,756 CHF | 100.00% | 100.00% |
08/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,439 CHF | 72,439 CHF | 98.75% | 98.75% |
05/07/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,842 CHF | 74,842 CHF | 98.35% | 98.35% |
04/07/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,934 CHF | 70,934 CHF | 100.00% | 100.00% |
03/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,298 CHF | 70,298 CHF | 98.93% | 98.93% |
02/07/2024 | 1.54% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,644 CHF | 65,644 CHF | 98.91% | 98.91% |