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 | 1.92% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,888 | 100,000 | 52,139 CHF | 52,706 CHF | 99.72% | 99.72% |
12/07/2024 | 1.86% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 100,096 | 100,000 | 53,425 CHF | 54,378 CHF | 97.14% | 97.14% |
11/07/2024 | 1.66% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,688 CHF | 60,688 CHF | 99.09% | 99.09% |
10/07/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,324 CHF | 62,324 CHF | 98.75% | 98.75% |
09/07/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,465 CHF | 60,465 CHF | 100.00% | 100.00% |
08/07/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,756 CHF | 59,756 CHF | 98.75% | 98.75% |
05/07/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,453 CHF | 57,453 CHF | 98.35% | 98.35% |
04/07/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,445 CHF | 61,445 CHF | 100.00% | 100.00% |
03/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,346 CHF | 62,346 CHF | 98.93% | 98.93% |
02/07/2024 | 1.50% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,168 CHF | 67,168 CHF | 98.91% | 98.91% |