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 | 1.15% | 2.09 CHF | 2.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 216,176 CHF | 218,681 CHF | 51.71% | 51.71% |
12/07/2024 | 1.13% | 2.11 CHF | 2.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 211,925 CHF | 214,337 CHF | 87.00% | 87.00% |
11/07/2024 | 1.13% | 2.11 CHF | 2.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 215,204 CHF | 217,643 CHF | 91.42% | 91.42% |
10/07/2024 | 1.20% | 2.08 CHF | 2.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 204,691 CHF | 207,161 CHF | 99.39% | 99.39% |
09/07/2024 | 1.59% | 2.01 CHF | 2.03 CHF | 100,000 | 100,000 | 59,457 | 59,457 | 120,093 CHF | 121,947 CHF | 97.89% | 97.89% |
08/07/2024 | 1.20% | 1.99 CHF | 2.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 198,136 CHF | 200,535 CHF | 99.40% | 99.40% |
05/07/2024 | 1.24% | 1.91 CHF | 1.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 193,830 CHF | 196,256 CHF | 99.53% | 99.53% |
04/07/2024 | 1.23% | 2.01 CHF | 2.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 200,147 CHF | 202,627 CHF | 99.58% | 99.58% |
03/07/2024 | 1.26% | 1.95 CHF | 1.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 194,626 CHF | 197,087 CHF | 99.50% | 99.50% |
02/07/2024 | 1.19% | 2.02 CHF | 2.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 202,288 CHF | 204,712 CHF | 98.29% | 98.29% |