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 | 1.28% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,544 CHF | 78,544 CHF | 99.39% | 99.39% |
12/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,003 CHF | 75,003 CHF | 99.08% | 99.08% |
11/07/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,770 CHF | 77,770 CHF | 98.19% | 98.19% |
10/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,226 CHF | 77,226 CHF | 95.50% | 95.50% |
09/07/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,996 CHF | 76,996 CHF | 99.06% | 99.06% |
08/07/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,512 CHF | 74,512 CHF | 99.23% | 99.23% |
05/07/2024 | 1.49% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,752 CHF | 67,752 CHF | 99.39% | 99.39% |
04/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,853 CHF | 67,853 CHF | 99.39% | 99.39% |
03/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,818 CHF | 65,818 CHF | 98.65% | 98.65% |
02/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,402 CHF | 75,402 CHF | 99.05% | 99.05% |