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 | 1.78% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,713 CHF | 56,713 CHF | 99.05% | 99.05% |
12/07/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,038 CHF | 54,038 CHF | 98.84% | 98.84% |
11/07/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,451 | 100,451 | 54,771 CHF | 55,776 CHF | 98.30% | 98.30% |
10/07/2024 | 1.86% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 104,320 | 104,320 | 55,519 CHF | 56,563 CHF | 95.11% | 95.11% |
09/07/2024 | 1.68% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,153 CHF | 60,153 CHF | 98.70% | 98.70% |
08/07/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,919 | 99,919 | 65,337 CHF | 66,336 CHF | 98.57% | 98.57% |
05/07/2024 | 1.51% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 95,104 | 95,104 | 62,277 CHF | 63,228 CHF | 99.17% | 99.17% |
04/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,885 CHF | 64,885 CHF | 99.18% | 99.18% |
03/07/2024 | 1.63% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,792 CHF | 61,792 CHF | 98.44% | 98.44% |
02/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,569 CHF | 59,569 CHF | 98.78% | 98.78% |