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 | 1.14% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,457 CHF | 88,457 CHF | 100.00% | 100.00% |
12/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,133 CHF | 94,133 CHF | 99.70% | 99.70% |
11/07/2024 | 1.13% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,060 CHF | 89,060 CHF | 99.35% | 99.35% |
10/07/2024 | 1.34% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,655 CHF | 75,655 CHF | 96.10% | 96.10% |
09/07/2024 | 1.54% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,528 CHF | 65,528 CHF | 99.66% | 99.66% |
08/07/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,317 CHF | 77,317 CHF | 99.85% | 99.85% |
05/07/2024 | 1.30% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,243 CHF | 77,243 CHF | 100.00% | 100.00% |
04/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,266 CHF | 76,266 CHF | 100.00% | 100.00% |
03/07/2024 | 1.33% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,726 CHF | 75,726 CHF | 99.25% | 99.25% |
02/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,896 CHF | 63,896 CHF | 99.68% | 99.68% |