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 | 0.64% | 1.59 CHF | 1.60 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 156,629 CHF | 157,621 CHF | 100.00% | 100.00% |
12/07/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 156,350 CHF | 157,342 CHF | 100.00% | 100.00% |
11/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 157,251 CHF | 158,242 CHF | 100.00% | 100.00% |
10/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 159,076 CHF | 160,067 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 99,053 | 99,053 | 160,674 CHF | 161,665 CHF | 99.49% | 99.49% |
08/07/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 159,294 CHF | 160,285 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 158,597 CHF | 159,589 CHF | 100.00% | 100.00% |
04/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 158,501 CHF | 159,492 CHF | 100.00% | 100.00% |
03/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 159,451 CHF | 160,443 CHF | 100.00% | 100.00% |
02/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 160,964 CHF | 161,956 CHF | 100.00% | 100.00% |