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 | 0.54% | 1.87 CHF | 1.88 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 184,885 CHF | 185,876 CHF | 100.00% | 100.00% |
12/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 184,317 CHF | 185,309 CHF | 100.00% | 100.00% |
11/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 185,213 CHF | 186,204 CHF | 100.00% | 100.00% |
10/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 187,292 CHF | 188,284 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 100,000 | 100,000 | 99,054 | 99,054 | 188,753 CHF | 189,744 CHF | 99.49% | 99.49% |
08/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 187,258 CHF | 188,250 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 186,427 CHF | 187,418 CHF | 100.00% | 100.00% |
04/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 186,611 CHF | 187,602 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 187,717 CHF | 188,709 CHF | 100.00% | 100.00% |
02/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 189,015 CHF | 190,006 CHF | 100.00% | 100.00% |