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 | 0.48% | 2.11 CHF | 2.12 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 209,237 CHF | 210,229 CHF | 99.99% | 99.99% |
12/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 190,992 CHF | 191,984 CHF | 100.00% | 100.00% |
11/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 192,606 CHF | 193,598 CHF | 100.00% | 100.00% |
10/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 195,028 CHF | 196,020 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 100,000 | 100,000 | 99,054 | 99,054 | 193,457 CHF | 194,448 CHF | 99.54% | 99.54% |
08/07/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 192,330 CHF | 193,322 CHF | 100.00% | 100.00% |
05/07/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 189,824 CHF | 190,816 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 191,668 CHF | 192,659 CHF | 100.00% | 100.00% |
03/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 193,138 CHF | 194,130 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 99,032 | 99,032 | 195,569 CHF | 196,561 CHF | 96.74% | 99.86% |