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% | 1.59 CHF | 1.60 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 159,540 CHF | 160,536 CHF | 100.00% | 100.00% |
12/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 162,321 CHF | 163,317 CHF | 100.00% | 100.00% |
11/07/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 99,496 | 99,496 | 160,484 CHF | 161,480 CHF | 99.83% | 99.83% |
10/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 99,617 | 99,617 | 155,813 CHF | 156,809 CHF | 100.00% | 100.00% |
09/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 99,708 | 99,708 | 155,008 CHF | 156,005 CHF | 99.11% | 99.11% |
08/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 99,587 | 99,587 | 156,321 CHF | 157,317 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 99,587 | 99,587 | 157,486 CHF | 158,482 CHF | 99.81% | 99.81% |
04/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 156,564 CHF | 157,559 CHF | 100.00% | 100.00% |
03/07/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,058 | 100,058 | 155,117 CHF | 156,117 CHF | 100.00% | 100.00% |
02/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 101,845 | 101,845 | 156,996 CHF | 158,015 CHF | 100.00% | 100.00% |