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 | 1.89% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,354 | 100,000 | 52,624 CHF | 53,450 CHF | 99.72% | 99.72% |
12/07/2024 | 1.83% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,097 CHF | 55,097 CHF | 97.13% | 97.13% |
11/07/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,423 CHF | 61,423 CHF | 99.08% | 99.08% |
10/07/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,104 CHF | 63,104 CHF | 98.75% | 98.75% |
09/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,244 CHF | 61,244 CHF | 100.00% | 100.00% |
08/07/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,561 CHF | 60,561 CHF | 98.75% | 98.75% |
05/07/2024 | 1.73% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,356 CHF | 58,356 CHF | 98.35% | 98.35% |
04/07/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,210 CHF | 62,210 CHF | 100.00% | 100.00% |
03/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,139 CHF | 63,139 CHF | 98.93% | 98.93% |
02/07/2024 | 1.48% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,033 CHF | 68,033 CHF | 96.30% | 96.30% |