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 | 3.30% | 0.59 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,592 CHF | 61,592 CHF | 98.05% | 98.05% |
12/07/2024 | 3.31% | 0.57 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,478 CHF | 61,478 CHF | 99.55% | 99.55% |
11/07/2024 | 3.12% | 0.61 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,148 CHF | 65,148 CHF | 99.36% | 99.36% |
10/07/2024 | 3.05% | 0.64 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,659 CHF | 66,659 CHF | 99.52% | 99.52% |
09/07/2024 | 2.93% | 0.67 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,264 CHF | 69,264 CHF | 99.52% | 99.52% |
08/07/2024 | 3.06% | 0.65 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,314 CHF | 66,314 CHF | 99.49% | 99.49% |
05/07/2024 | 3.19% | 0.65 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,684 CHF | 63,684 CHF | 98.45% | 98.45% |
04/07/2024 | 3.09% | 0.63 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,747 CHF | 65,747 CHF | 98.68% | 98.68% |
03/07/2024 | 3.04% | 0.64 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,868 CHF | 66,868 CHF | 99.50% | 99.50% |
02/07/2024 | 2.74% | 0.71 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,134 CHF | 74,134 CHF | 99.55% | 99.55% |