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 | 0.62% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 161,838 CHF | 162,838 CHF | 100.00% | 100.00% |
12/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,920 CHF | 164,920 CHF | 99.77% | 99.77% |
11/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 166,841 CHF | 167,841 CHF | 100.00% | 100.00% |
10/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 170,462 CHF | 171,462 CHF | 94.70% | 94.70% |
09/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 170,650 CHF | 171,650 CHF | 99.67% | 99.67% |
08/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 168,696 CHF | 169,696 CHF | 100.00% | 100.00% |
05/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 170,378 CHF | 171,378 CHF | 100.00% | 100.00% |
04/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 173,105 CHF | 174,105 CHF | 100.00% | 100.00% |
03/07/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 176,104 CHF | 177,104 CHF | 99.33% | 99.33% |
02/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 180,637 CHF | 181,637 CHF | 99.62% | 99.62% |