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 | 0.61% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 164,308 CHF | 165,299 CHF | 100.00% | 100.00% |
12/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 146,091 CHF | 147,082 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 147,665 CHF | 148,656 CHF | 99.99% | 99.99% |
10/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 150,095 CHF | 151,086 CHF | 100.00% | 100.00% |
09/07/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 99,053 | 99,053 | 148,448 CHF | 149,440 CHF | 99.53% | 99.53% |
08/07/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 147,458 CHF | 148,449 CHF | 100.00% | 100.00% |
05/07/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 144,806 CHF | 145,797 CHF | 100.00% | 100.00% |
04/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 146,827 CHF | 147,818 CHF | 100.00% | 100.00% |
03/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 148,121 CHF | 149,113 CHF | 100.00% | 100.00% |
02/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 150,689 CHF | 151,681 CHF | 100.00% | 100.00% |