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 | 0.86% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 116,304 CHF | 117,295 CHF | 100.00% | 100.00% |
12/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 115,896 CHF | 116,887 CHF | 100.00% | 100.00% |
11/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 116,742 CHF | 117,734 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 118,685 CHF | 119,677 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 99,051 | 99,051 | 120,205 CHF | 121,196 CHF | 99.48% | 99.48% |
08/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 118,771 CHF | 119,763 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 118,060 CHF | 119,051 CHF | 100.00% | 100.00% |
04/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 117,906 CHF | 118,898 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 118,965 CHF | 119,957 CHF | 100.00% | 100.00% |
02/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 120,433 CHF | 121,425 CHF | 100.00% | 100.00% |