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 | 0.60% | 1.66 CHF | 1.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 165,199 CHF | 166,199 CHF | 100.00% | 100.00% |
12/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,444 CHF | 165,444 CHF | 97.77% | 97.77% |
11/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 165,743 CHF | 166,743 CHF | 99.95% | 99.95% |
10/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 168,137 CHF | 169,137 CHF | 99.78% | 99.78% |
09/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 170,165 CHF | 171,165 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 168,089 CHF | 169,089 CHF | 98.99% | 98.99% |
05/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,189 CHF | 168,189 CHF | 100.00% | 100.00% |
04/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,126 CHF | 168,126 CHF | 98.15% | 98.15% |
03/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 168,531 CHF | 169,531 CHF | 100.00% | 100.00% |
02/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 170,380 CHF | 171,380 CHF | 100.00% | 100.00% |