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 | 1.15% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,450 CHF | 87,450 CHF | 99.72% | 99.72% |
12/07/2024 | 1.13% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,378 CHF | 89,378 CHF | 97.14% | 97.14% |
11/07/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,688 CHF | 95,688 CHF | 99.09% | 99.09% |
10/07/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,324 CHF | 97,324 CHF | 98.75% | 98.75% |
09/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,244 CHF | 95,244 CHF | 100.00% | 100.00% |
08/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,561 CHF | 94,561 CHF | 98.75% | 98.75% |
05/07/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,453 CHF | 92,453 CHF | 98.35% | 98.35% |
04/07/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,445 CHF | 96,445 CHF | 100.00% | 100.00% |
03/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,139 CHF | 97,139 CHF | 98.93% | 98.93% |
02/07/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,980 CHF | 101,980 CHF | 98.88% | 98.88% |