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 | 1.14% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,550 CHF | 88,550 CHF | 99.72% | 99.72% |
12/07/2024 | 1.16% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,059 CHF | 87,059 CHF | 97.14% | 97.14% |
11/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,774 CHF | 80,774 CHF | 98.10% | 98.10% |
10/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,046 CHF | 79,046 CHF | 98.75% | 98.75% |
09/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,126 CHF | 81,126 CHF | 100.00% | 100.00% |
08/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,950 CHF | 81,950 CHF | 98.75% | 98.75% |
05/07/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,287 CHF | 84,287 CHF | 98.35% | 98.35% |
04/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,397 CHF | 80,397 CHF | 100.00% | 100.00% |
03/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,861 CHF | 79,861 CHF | 98.93% | 98.93% |
02/07/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,020 CHF | 75,020 CHF | 98.88% | 98.88% |