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 | 1.58% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,706 CHF | 63,706 CHF | 99.72% | 99.72% |
12/07/2024 | 1.54% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,504 CHF | 65,504 CHF | 97.13% | 97.13% |
11/07/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,899 CHF | 71,899 CHF | 99.08% | 99.08% |
10/07/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,506 CHF | 73,506 CHF | 98.75% | 98.75% |
09/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,465 CHF | 71,465 CHF | 100.00% | 100.00% |
08/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,756 CHF | 70,756 CHF | 98.75% | 98.75% |
05/07/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,713 CHF | 68,713 CHF | 98.35% | 98.35% |
04/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,603 CHF | 72,603 CHF | 100.00% | 100.00% |
03/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,346 CHF | 73,346 CHF | 98.93% | 98.93% |
02/07/2024 | 1.29% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,228 CHF | 78,228 CHF | 96.19% | 96.19% |