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 | 1.68% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,087 CHF | 60,087 CHF | 99.05% | 99.05% |
12/07/2024 | 1.86% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,368 CHF | 54,368 CHF | 98.65% | 98.65% |
11/07/2024 | 1.69% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,669 CHF | 59,669 CHF | 98.34% | 98.34% |
10/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,791 CHF | 55,791 CHF | 95.15% | 95.15% |
09/07/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 99,999 | 56,112 CHF | 57,111 CHF | 98.67% | 98.67% |
08/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,842 CHF | 55,842 CHF | 98.55% | 98.55% |
05/07/2024 | 2.15% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 121,984 | 121,984 | 56,042 CHF | 57,262 CHF | 99.17% | 99.17% |
04/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,170 CHF | 58,420 CHF | 99.18% | 99.18% |
03/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,769 CHF | 59,019 CHF | 98.45% | 98.45% |
02/07/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,828 CHF | 58,078 CHF | 98.78% | 98.78% |