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 | 0.70% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,848 CHF | 142,848 CHF | 100.00% | 100.00% |
12/07/2024 | 0.68% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 146,631 CHF | 147,631 CHF | 98.99% | 98.99% |
11/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 146,095 CHF | 147,095 CHF | 99.83% | 99.83% |
10/07/2024 | 0.72% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 137,897 CHF | 138,897 CHF | 99.85% | 99.85% |
09/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,578 CHF | 133,578 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 135,062 CHF | 136,062 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,958 CHF | 132,958 CHF | 99.27% | 99.27% |
04/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,837 CHF | 128,837 CHF | 100.00% | 100.00% |
03/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,434 CHF | 128,434 CHF | 99.23% | 99.23% |
02/07/2024 | 0.78% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,134 CHF | 129,134 CHF | 99.97% | 99.97% |