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 | 0.82% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,169 CHF | 122,169 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,080 CHF | 124,080 CHF | 99.78% | 99.78% |
11/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,929 CHF | 126,929 CHF | 100.00% | 100.00% |
10/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,513 CHF | 130,513 CHF | 94.70% | 94.70% |
09/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,707 CHF | 130,707 CHF | 99.67% | 99.67% |
08/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,971 CHF | 128,971 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,397 CHF | 130,397 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,050 CHF | 133,050 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,935 CHF | 135,935 CHF | 99.33% | 99.33% |
02/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,478 CHF | 140,478 CHF | 99.62% | 99.62% |