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 | 0.98% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,880 CHF | 102,880 CHF | 99.72% | 99.72% |
12/07/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,500 CHF | 97.13% | 97.13% |
11/07/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,027 CHF | 95,027 CHF | 99.08% | 99.08% |
10/07/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,494 CHF | 93,494 CHF | 98.75% | 98.75% |
09/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,756 CHF | 95,756 CHF | 100.00% | 100.00% |
08/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,439 CHF | 96,439 CHF | 98.75% | 98.75% |
05/07/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 97,842 CHF | 98,842 CHF | 98.35% | 98.35% |
04/07/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,935 CHF | 94,935 CHF | 100.00% | 100.00% |
03/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,298 CHF | 94,298 CHF | 98.93% | 98.93% |
02/07/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,375 CHF | 89,375 CHF | 98.90% | 98.90% |