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 | 0.74% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 135,476 CHF | 136,476 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 137,512 CHF | 138,512 CHF | 99.77% | 99.77% |
11/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,367 CHF | 141,367 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,036 CHF | 145,036 CHF | 94.70% | 94.70% |
09/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,175 CHF | 145,175 CHF | 99.67% | 99.67% |
08/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,311 CHF | 143,311 CHF | 100.00% | 100.00% |
05/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,865 CHF | 144,865 CHF | 100.00% | 100.00% |
04/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 146,601 CHF | 147,601 CHF | 100.00% | 100.00% |
03/07/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,498 CHF | 150,498 CHF | 99.33% | 99.33% |
02/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,943 CHF | 154,943 CHF | 99.62% | 99.62% |