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 | 1.26% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,159 CHF | 80,159 CHF | 99.39% | 99.39% |
12/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,916 CHF | 77,916 CHF | 99.07% | 99.07% |
11/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,328 CHF | 79,328 CHF | 85.73% | 85.73% |
10/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,720 CHF | 76,720 CHF | 95.50% | 95.50% |
09/07/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,297 CHF | 75,297 CHF | 99.06% | 99.06% |
08/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,512 CHF | 70,512 CHF | 99.24% | 99.24% |
05/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,107 CHF | 69,107 CHF | 99.39% | 99.39% |
04/07/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,856 CHF | 79,856 CHF | 99.39% | 99.39% |
03/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,114 CHF | 104,114 CHF | 98.62% | 98.62% |
02/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,642 CHF | 110,642 CHF | 99.07% | 99.07% |