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 | 0.51% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 194,544 CHF | 195,536 CHF | 100.00% | 100.00% |
12/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 176,288 CHF | 177,279 CHF | 100.00% | 100.00% |
11/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 177,914 CHF | 178,906 CHF | 100.00% | 100.00% |
10/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 180,358 CHF | 181,350 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 100,000 | 100,000 | 99,054 | 99,054 | 178,754 CHF | 179,746 CHF | 99.54% | 99.54% |
08/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 177,584 CHF | 178,576 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 175,125 CHF | 176,116 CHF | 99.75% | 99.75% |
04/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 176,977 CHF | 177,969 CHF | 100.00% | 100.00% |
03/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 178,499 CHF | 179,491 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 98,974 | 98,974 | 180,792 CHF | 181,783 CHF | 91.50% | 100.00% |