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 | 0.56% | 1.80 CHF | 1.81 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 178,825 CHF | 179,817 CHF | 100.00% | 100.00% |
12/07/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 160,556 CHF | 161,547 CHF | 100.00% | 100.00% |
11/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 162,129 CHF | 163,121 CHF | 99.93% | 99.93% |
10/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 164,654 CHF | 165,646 CHF | 100.00% | 100.00% |
09/07/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 100,000 | 100,000 | 99,054 | 99,054 | 162,972 CHF | 163,963 CHF | 99.53% | 99.53% |
08/07/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 161,822 CHF | 162,814 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 159,393 CHF | 160,385 CHF | 100.00% | 100.00% |
04/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 161,172 CHF | 162,164 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 162,706 CHF | 163,697 CHF | 100.00% | 100.00% |
02/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 98,975 | 98,975 | 164,997 CHF | 165,988 CHF | 91.50% | 100.00% |