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 | 1.29% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,120 CHF | 78,120 CHF | 99.72% | 99.72% |
12/07/2024 | 1.26% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,688 CHF | 79,688 CHF | 97.13% | 97.13% |
11/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,012 CHF | 86,012 CHF | 99.08% | 99.08% |
10/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,823 CHF | 87,823 CHF | 98.75% | 98.75% |
09/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,874 CHF | 85,874 CHF | 100.00% | 100.00% |
08/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,050 CHF | 85,050 CHF | 98.75% | 98.75% |
05/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,035 CHF | 83,035 CHF | 98.35% | 98.35% |
04/07/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,767 CHF | 86,767 CHF | 100.00% | 100.00% |
03/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,702 CHF | 87,702 CHF | 98.93% | 98.93% |
02/07/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,625 CHF | 92,625 CHF | 98.91% | 98.91% |