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 | 0.51% | 1.95 CHF | 1.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 193,699 CHF | 194,699 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 1.93 CHF | 1.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 198,457 CHF | 199,457 CHF | 98.99% | 98.99% |
11/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 197,873 CHF | 198,873 CHF | 99.36% | 99.36% |
10/07/2024 | 0.53% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 189,744 CHF | 190,744 CHF | 99.85% | 99.85% |
09/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 184,374 CHF | 185,374 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 186,797 CHF | 187,797 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 183,745 CHF | 184,745 CHF | 99.27% | 99.27% |
04/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 179,631 CHF | 180,631 CHF | 100.00% | 100.00% |
03/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 179,218 CHF | 180,218 CHF | 99.24% | 99.24% |
02/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 179,897 CHF | 180,897 CHF | 99.92% | 99.92% |