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 | 1.07% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,880 CHF | 93,880 CHF | 99.72% | 99.72% |
12/07/2024 | 1.09% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,500 CHF | 92,500 CHF | 97.13% | 97.13% |
11/07/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,027 CHF | 86,027 CHF | 99.09% | 99.09% |
10/07/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,494 CHF | 84,494 CHF | 98.75% | 98.75% |
09/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,535 CHF | 86,535 CHF | 100.00% | 100.00% |
08/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,439 CHF | 87,439 CHF | 98.75% | 98.75% |
05/07/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,842 CHF | 89,842 CHF | 98.35% | 98.35% |
04/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,935 CHF | 85,935 CHF | 100.00% | 100.00% |
03/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,298 CHF | 85,298 CHF | 98.93% | 98.93% |
02/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,375 CHF | 80,375 CHF | 98.91% | 98.91% |