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 | 0.47% | 2.16 CHF | 2.17 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 214,752 CHF | 215,744 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 196,567 CHF | 197,559 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 198,154 CHF | 199,146 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 200,590 CHF | 201,582 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 99,053 | 99,053 | 198,892 CHF | 199,884 CHF | 99.53% | 99.53% |
08/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 197,950 CHF | 198,942 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 195,316 CHF | 196,307 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 197,314 CHF | 198,306 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 198,634 CHF | 199,625 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 99,067 | 99,067 | 201,190 CHF | 202,181 CHF | 100.00% | 100.00% |